Robust criteria

V. A. Simakhin

doi:10.1117/12.783373

14 February 2008 Robust criteria

V. A. Simakhin

Proceedings Volume 6936, Fourteenth International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics; 693615 (2008) https://doi.org/10.1117/12.783373
Event: Fourteenth International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 2007, Buryatia, Russian Federation

Abstract

The problem of testing the hypothesis H₀: θ = θ₀ against the alternative hypothesis H₁:θ_l=θ₀+▵(√N)^-1 is examined for the Shurygin noise model, where θ =T(Fθ) is an unknown parameter. In the present report, a class of criteria robust in the sense of the significance value and power density function is considered for parametric and nonparametric problem formulation on statistics of the form S_N=√N((θ_N-θ)/(√V(θ_N))), where V(θ_N) is the θ_N variance and θ_N =T(F_N) is the robust parametric or nonparametric estimate of the parameter θ =T(Fθ) obtained by the weighted maximum likelihood method.

Citation Download Citation

V. A. Simakhin "Robust criteria", Proc. SPIE 6936, Fourteenth International Symposium on Atmospheric and Ocean Optics/Atmospheric Physics, 693615 (14 February 2008); https://doi.org/10.1117/12.783373

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