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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 1, Pages 115–125 (Mi tvp2993)

This article is cited in 2 papers

Estimation of necessary sample size for testing simple close hypotheses

È. V. Khmaladze

Institute of Economics and Law, Academy of Science, Georgian SSR

Abstract: Let $F_{1_n}$ and $F_{2_n}$ be the $n$-times direct products of distributions $F_1$ and $F_2$ correspondingly. The problem of estimation of necessary sample size for testing hypothesis $F_1$ against $F_2$ is represented as the problem of estimation $\nu=\min\{n\colon\operatorname{var}(F_{1_n},F_{2_n})\ge u=\mathrm{const}\}$. The upper and lower bounds for $\nu$ are given and, supposing $\operatorname{var}(F_{1_n},F_{2_n})\to0$, the asymptotically equivalent estimations for $\nu$ are described in terms of semigroups of limit distributions of $L=\sum\ln[dF_2(X_i)/dF_1(X_i)]$.

Received: 31.01.1974


 English version:
Theory of Probability and its Applications, 1975, 20:1, 116–126

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