|
|
Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 4, Pages 738–757
(Mi tvp2221)
|
|
|
|
This article is cited in 1 scientific paper (total in 2 paper)
Asymptotically optimal Bayesian tests for composite hypotheses
Yu. I. Ingster Leningrad
Abstract:
We consider two asymptotical ($\varepsilon\to 0$) problems of testing hypotheses $H_{0,\varepsilon}=\{P_{\varepsilon,\theta},\,\theta\in\Theta_0\}$ against $H_\varepsilon=\{P_{\varepsilon,\theta},\,\theta\in\Theta\diagdown\Theta_0\}$ with $\Theta_0\subset E^m$ being the subset of the parameter space $\Theta\subset E^n$, $0\le m<n$. Under sufficiently general assumptions about the families $P_{\varepsilon,\theta}$ and the densities $\pi_\varepsilon$ and $\pi_{\varepsilon,0}$ on $\Theta\diagdown\Theta_0$ and $\Theta_0$ we construct asymptotically optimal famalies of Bayesian tests and investigate the asymptotics of probabilities of errors.
Received: 23.05.1981
Citation:
Yu. I. Ingster, “Asymptotically optimal Bayesian tests for composite hypotheses”, Teor. Veroyatnost. i Primenen., 28:4 (1983), 738–757; Theory Probab. Appl., 28:4 (1984), 775–794
Linking options:
https://www.mathnet.ru/eng/tvp2221 https://www.mathnet.ru/eng/tvp/v28/i4/p738
|
| Statistics & downloads: |
| Abstract page: | 335 | | Full-text PDF : | 138 | | References: | 2 |
|