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Асимптотическое различение считающих процессов

A canonical representation is obtained for the logarithm of the likelihood ratio. Limit theorems describing its asymptotic behavior are proved. Using these theorems, we study the rate of decrease of the probability of an error of the second-kind in the Neyman-Pearson test.

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Published in:Український математичний журнал
Date:1993
Main Author: Линьков, Ю.Н.
Format: Article
Language:Russian
Published: Інститут математики НАН України 1993
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Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/154448
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Асимптотическое различение считающих процессов
 / Ю.Н. Линьков // Український математичний журнал. — 1993. — Т. 45, № 7. — С. 972–979. — Бібліогр.: 9 назв. — рос.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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