Sequential statistical hypotheses testing for discrete random data with block structure

Authors

  • Alexey Yu. Kharin Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus , Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

Keywords:

discrete random data, block structure, simple hypotheses, sequential statistical test, error probability, mathematical expectation of the random number of observations, asymptotic expansions

Abstract

An important mathematical problem of computer data analysis – the problem of sequential statistical testing of simple hypotheses on probability distributions of discrete random data with a block structure – is considered. Explicit expressions of the sequential tests statistics, transparent for interpretation and convenient for computer realisation, are derived. An approach to calculate the performance characteristics – error probabilities of the decisions and mathematical expectations of the random number of observations required to guarantee the requested accuracy for decision rules – is developed. Asymptotic expansions for the mentioned performance characteristics under distortion of the hypothetical probability model are constructed.

Author Biography

  • Alexey Yu. Kharin, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus, Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliezhnasci Avenue, Minsk 220030, Belarus

    doctor of science (physics and mathematics), full professor; head of the department of probability theory and mathematical statistics, faculty of applied mathematics and computer science, Belarusian State University, and chief researcher at the laboratory of statistical analysis and modelling, Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University

References

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Published

2026-04-30

Issue

No. 1 (2026): Journal of the Belarusian State University. Mathematics and Informatics

Section

Probability Theory and Mathematical Statistics

License

Copyright (c) 2026 Journal of the Belarusian State University. Mathematics and Informatics

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How to Cite

[1]
Kharin, A.Y. 2026. Sequential statistical hypotheses testing for discrete random data with block structure. Journal of the Belarusian State University. Mathematics and Informatics. 1 (Apr. 2026), 75–80.