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Problemy Peredachi Informatsii, 2008, Volume 44, Issue 2, Pages 54–74
(Mi ppi1271)
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This article is cited in 2 scientific papers (total in 2 papers)
Methods of Signal Processing
Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities
M. S. Ermakov Institute of Problems of Mechanical Engineering, Russian Academy of Sciences
Abstract:
For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the $\chi^2$ type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.
Received: 13.06.2007 Revised: 13.03.2008
Citation:
M. S. Ermakov, “Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities”, Probl. Peredachi Inf., 44:2 (2008), 54–74; Problems Inform. Transmission, 44:2 (2008), 119–137
Linking options:
https://www.mathnet.ru/eng/ppi1271 https://www.mathnet.ru/eng/ppi/v44/i2/p54
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