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.
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| Date: | 1993 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5890 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512110144913408 |
|---|---|
| author | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. |
| author_facet | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. |
| author_sort | Lin'kov, Yu. N. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:20:04Z |
| description | 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. |
| first_indexed | 2026-03-24T03:23:34Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5890 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:23:34Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/ca/e25ce488c688dfd63ea76ef966a440ca.pdf |
| spelling | umjimathkievua-article-58902020-03-19T09:20:04Z Asymptotic distinction of counting processes Асимптотическое различение считающих процессов Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. 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. Одержано канонічне зображення для логарифма відношення правдоподібності та доведені граничні теореми про його асимптотичну поведінку. За допомогою цих теорем досліджена швидкість зменшення ймовірності похибки другого роду критерію Неймана - Пірсона. Institute of Mathematics, NAS of Ukraine 1993-07-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5890 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 7 (1993); 972–979 Український математичний журнал; Том 45 № 7 (1993); 972–979 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5890/8463 https://umj.imath.kiev.ua/index.php/umj/article/view/5890/8464 Copyright (c) 1993 Lin'kov Yu. N. |
| spellingShingle | Lin'kov, Yu. N. Линьков, Ю. Н. Линьков, Ю. Н. Asymptotic distinction of counting processes |
| title | Asymptotic distinction of counting processes |
| title_alt | Асимптотическое различение считающих процессов |
| title_full | Asymptotic distinction of counting processes |
| title_fullStr | Asymptotic distinction of counting processes |
| title_full_unstemmed | Asymptotic distinction of counting processes |
| title_short | Asymptotic distinction of counting processes |
| title_sort | asymptotic distinction of counting processes |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5890 |
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