Testing independent sparse heterogeneous mixtures

Johan Lim

Statistics & Probability Letters, 2005, vol. 74, issue 2, 205-211

Abstract: We study the sequential discernibility between the independent fair coin tossing [mu]0 and the sparse heterogeneous mixtures HM([alpha],[gamma])[reverse not equivalent](1-[epsilon]n)·Bernoulli(1/2)+[epsilon]n·Bernoulli((1+[theta]n)/2) with [epsilon]n~n-[gamma] and [theta]n~n-[alpha]. Extending the result in Lim (2003), we show that HM([alpha],[gamma]) and [mu]0 are sequentially discernible when 0

Keywords: Discernibility; Heterogeneous; mixtures (search for similar items in EconPapers)
Date: 2005
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