当前位置: X-MOL 学术Theory Probab. Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Two-Stage Chi-Square Test and Two-Dimensional Distributions of a Bessel Process
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2021-02-05 , DOI: 10.1137/s0040585x97t990216
M. P. Savelov

Theory of Probability &Its Applications, Volume 65, Issue 4, Page 665-672, January 2021.
We consider the sequential $r$-stage chi-square test. For $r=2$, we study the asymptotic properties of the error probabilities as a function of the sizes of the rectangular critical domain, which via the Bonferroni inequality makes it possible to derive asymptotic properties of the error probability for an arbitrary $r$. For this purpose, we obtain some properties of the Infeld function, whose derivation is of independent interest. Based on the results obtained, the asymptotic behavior of the tails of two-dimensional distributions of a Bessel process is found.


中文翻译:

贝塞尔过程的两阶段卡方检验和二维分布

Theory of Probability & Its Applications,第 65 卷,第 4 期,第 665-672 页,2021 年 1 月。
我们考虑顺序 $r$-stage 卡方检验。对于 $r=2$,我们研究了作为矩形临界域大小函数的误差概率的渐近特性,通过 Bonferroni 不等式可以推导出任意 $r$ 误差概率的渐近特性. 为此,我们获得了 Infeld 函数的一些性质,其推导是独立的。基于获得的结果,发现了贝塞尔过程的二维分布尾部的渐近行为。
更新日期:2021-02-05
down
wechat
bug