Kybernetika 29 no. 4, 377-388, 1993

Discriminability of robust test under heavy contamination

Asunción Maria Rubio and Jan Ámos Víšek


The paper studies the upper limit of possible contamination level which still allows to discriminate by a robust (likelihood ratio) test a hypothesis from an alternative. Having found this limit the test of a hypothesis against an alternative, both being increasingly contaminated with the increasing number of observations, are considered. The level of contamination is adjusted so that it allows discrimination with an a priori fixed risk. The asymptotic distribution of the test statistic is found and the tightness of approximation to the power of test based on this asymptotic distribution is illustrated by a small numerical example.


62F03, 62F35