Asymptotic distinction of counting processes
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.
Збережено в:
| Дата: | 1993 |
|---|---|
| Автори: | , |
| Формат: | Стаття |
| Мова: | Російська Англійська |
| Опубліковано: |
Institute of Mathematics, NAS of Ukraine
1993
|
| Онлайн доступ: | https://umj.imath.kiev.ua/index.php/umj/article/view/5890 |
| Теги: |
Додати тег
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Репозитарії
Ukrains’kyi Matematychnyi Zhurnal| Резюме: | 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. |
|---|