Suboptimal Multistage Nonparametric Hypotheses Test

Abstract

At the paper it is considered a discriminating of nonparametric hypotheses that are neighborhoods of given distributions. The suboptimal test means that distributions from the same neighborhoods are indistinguishable. Multistage hypotheses tests have practical advantages over fully-sequential tests in many situations. The suboptimal test with a guaranteed decision is generalized to the multistage case. Using a loss function that is a linear combination of sampling costs and error probabilities, the suboptimal multistage test of nonparametric hypotheses is constructed.