Robust test of independence of two random variables
Author:
Teresa Ledwina a
| Affiliation: | a Institute of Mathematics, Technical University of Wroclaw, Poland |
DOI:
10.1080/02331888308801704
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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Abstract
The theory of robust testing between two single probability measures is applied to obtain a minimax test for testing neighbourhoods of a product measure and two-dimensional FARLIE'S type of distribution. The neighbourhoods are defined in terms of ε-contamination and total variation.
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| Keywords: Minimax test; robust testing; test of independence |
| view references (14) |

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