Large deviations for Bayes discrimination of a finite number of simple hypotheses

• Date: 1999
• Main Authors: Gabriel', L. A., Lin'kov, Yu. N., Габриель, Л. А., Линьков, Ю. Н.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 1999
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4735
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We consider the problem of discrimination of a finite number of simple hypotheses in the general scheme of statistical experiments. Under conditions of the validity of theorems on large deviations for the logarithm of likelihood ratio, we investigate the asymptotic behavior of probabilities of error...