Testing hypotheses by using optimal statistical criteria. I
We propose a method for constructing statistical criteria. It can be used for testing an arbitrary finite set of simple alternative hypotheses. A concept of an optimal statistical criterion is introduced, special cases of which are the Bayesian criterion and the minimax criterion. It is proved that...
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| Date: | 1994 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1994
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5734 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | We propose a method for constructing statistical criteria. It can be used for testing an arbitrary finite set of simple alternative hypotheses. A concept of an optimal statistical criterion is introduced, special cases of which are the Bayesian criterion and the minimax criterion. It is proved that any optimal statistical criterion can be constructed on the basis of the likelihood ratio. |
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