Асимптотическое различение считающих процессов
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 Author: | |
| Format: | Article |
| Language: | Russian |
| Published: |
Інститут математики НАН України
1993
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| Series: | Український математичний журнал |
| Subjects: | |
| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/154448 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Асимптотическое различение считающих процессов / Ю.Н. Линьков // Український математичний журнал. — 1993. — Т. 45, № 7. — С. 972–979. — Бібліогр.: 9 назв. — рос. |
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Digital Library of Periodicals of National Academy of Sciences of Ukraine| Summary: | 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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