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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
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 4, Pages 775–794
DOI: https://doi.org/10.1137/1128075
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by Yu.~I.~Ingster
\paper Asymptotically optimal Bayesian tests for composite hypotheses
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 4
\pages 738--757
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\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=726899}
\zmath{https://zbmath.org/?q=an:0599.62040|0554.62027}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 4
\pages 775--794
\crossref{https://doi.org/10.1137/1128075}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984TV66700011}
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  • https://www.mathnet.ru/eng/tvp/v28/i4/p738
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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