Robustness of likelihood ratio tests: hypothesis testing under incorrect models

机译：可能性比率测试的鲁棒性：错误模型下的假设检测

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This paper formulates the trade-off between the sample size and the reliability of decisions in a multihypothesis test with possible model errors. We introduce a measure of model uncertainty and derive the best error exponent for the decision error probabilities for allowed levels of model uncertainty. For small deviations from the correct model, the error exponent for sequential probability ratio tests is quantified.

机译：本文在具有可能的模型误差的多函数测试中，可以在样品大小与决策的可靠性之间进行折衷。我们介绍了模型不确定性的衡量标准，并为允许的模型不确定性级别的决策错误概率导出了最佳错误指数。对于与正确模型的小偏差，量化了顺序概率比测试的误差。

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《Asilomar Conference on Signals, Systems and Computers》|2001年||共5页
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Cenk Kose; Richard D. Wesel;
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中图分类自动化技术、计算机技术;
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3. A Note on Using Regression Models to Analyze Randomized Trials: Asymptotically Valid Hypothesis Tests Despite Incorrectly Specified Models [J] . Jane Paik Kim Biometrics: Journal of the Biometric Society : An International Society Devoted to the Mathematical and Statistical Aspects of Biology . 2013,第1期

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4. Robustness of likelihood ratio tests: hypothesis testing under incorrect models [C] . Kose, C., Wesel, . 2001

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5. HYPOTHESIS TESTS FOR HOMOGENEITY SUBJECT TO LINEAR CONSTRAINTS (LIKELIHOOD RATIO TESTS, CHI-SQUARE TESTS). [D] . AL-JELIHAWI, SAID ALI. 1986

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6. Using Regression Models to Analyze Randomized Trials: Asymptotically Valid Hypothesis Tests Despite Incorrectly Specified Models [O] . Michael Rosenblum, Mark J. van der Laan -1

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8. Maximum Likelihood Estimation and Hypothesis Testing in the Bivariate Exponential Model of Marshall and Olkin [R] . Bhattacharyya, G. K., Johnson, R. A. 1971

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Robustness of likelihood ratio tests: hypothesis testing under incorrect models

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