Large deviation theorems in the problem of testing two simple hypotheses
Limit theorems on large deviations of the logarithm of the likelihood ratio are proved for the problem of distinguishing two simple hypotheses in the general scheme of statistical experiments under the null hypothesis and under an alternative hypothesis. The theorems obtained are applied to the inve...
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| Datum: | 1995 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Russisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
1995
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/5407 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
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