Theory of Probability and Mathematical Statistics
(Teoriya Imovirnostei ta Matematychna Statystyka)
Tests on quantiles of mixture components' distributions
R. E. Maiboroda, O. V. Sugakova
Abstract: The hypotheses testing problem is considered for hypotheses on quantiles of different components of a mixture with varying concentrations.
f medians or interquartile ranges can be considered as the examples. Estimates for the quantiles are presented, their
asymptotic normality is demonstrated. Asymptotic confidence ellipsoids and tests for linear hypotheses are constructed. Simulation results are presented.
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