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Problemy Peredachi Informatsii, 2008, Volume 44, Issue 2, Pages 54–74 (Mi ppi1271)  
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
Full-text PDF (974 kB) Citations (2)
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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
English version:
Problems of Information Transmission, 2008, Volume 44, Issue 2, Pages 119–137
DOI: https://doi.org/10.1134/S0032946008020051
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
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
Citation in format AMSBIB
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    • 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
    		Проблемы передачи информации Problems of Information Transmission
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    References:43
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