On the testing hypothesis of equality distribution densities

Author: Elizbar Nadaraya
Co-authors: Petre Babilua, Grigol Sokhadze
Keywords: homogeneity hypothesis, goodness-of-fit test, consistency, power, wiener process, close alternatives
Annotation:

In this paper we will construct testing two hypotheses: homogeneity hypothesis when densities are equal each other or goodness-of-fit test when densities are equal to some known density. It is investigated the limiting power of the tests which we constructed for some local "close" alternatives.

Lecture files:

Abstract [en]