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Statistical tests on the basis of model samples in the problem of classification of observations. (English. Russian original) Zbl 0834.62035

Theory Probab. Math. Stat. 46, 11-14 (1993); translation from Teor. Jmovirn. Mat. Stat. 46, 13-17 (1992).
Summary: Statistical tests are constructed for the problem of classifying observations for populations represented by two model samples. The probabilities of type-one and type-two errors are calculated, and an unbiased estimator is constructed for the probability of not making a decision. Unlike the classical one, the proposed tests may be used for small samples without knowing the hypothetical distributions. Only the samples must be known; the distribution functions do not even have to be estimated.

MSC:

62G10 Nonparametric hypothesis testing
62G05 Nonparametric estimation
62G30 Order statistics; empirical distribution functions