Large deviation theorems in the problem of testing two simple hypotheses

• Date: 1995
• Main Authors: Lin'kov, Yu. N., Medvedeva, M. I., Линьков, Ю. Н., Медведева, М. И.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 1995
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/5407
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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...