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Problemy Peredachi Informatsii, 1984, Volume 20, Issue 3, Pages 70–78 (Mi ppi1144)  
Methods of Signal Processing

Minimax Testing of Hypotheses Defined by Moments

N. G. Cherkashin
Full-text PDF (966 kB) English version article
Abstract: The author considers the problem of testing (or discriminating) two complex hypotheses specified by a finite number of moments with respect to a system of moment functions of general form. It is shown that a minimax rule for discriminating a pair of least favorable distributions exists; its structure is investigated. The validity of the minimax theorem is established.
Received: 25.05.1982
Revised: 02.12.1983
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.28
Language: Russian
Citation: N. G. Cherkashin, “Minimax Testing of Hypotheses Defined by Moments”, Probl. Peredachi Inf., 20:3 (1984), 70–78; Problems Inform. Transmission, 20:3 (1984), 211–218
Citation in format AMSBIB
\Bibitem{Che84}
\by N.~G.~Cherkashin
\paper Minimax Testing of Hypotheses Defined by Moments
\jour Probl. Peredachi Inf.
\yr 1984
\vol 20
\issue 3
\pages 70--78
\mathnet{http://mi.mathnet.ru/ppi1144}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=791736}
\zmath{https://zbmath.org/?q=an:0599.62016|0556.62004}
\transl
\jour Problems Inform. Transmission
\yr 1984
\vol 20
\issue 3
\pages 211--218
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    		Проблемы передачи информации Problems of Information Transmission
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