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Problemy Peredachi Informatsii, 1993, Volume 29, Issue 1, Pages 19–24
(Mi ppi159)
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Methods of Signal Processing
Characteristics of Robust Rules for Testing Two Hypotheses
A. A. Slepokurov
Abstract:
The characteristics of a robust rule for testing two hypotheses are examined. We deal with the case where the alternative sets are neighborhoods of unknown multivariate probability distributions and a decision statistics is a censored version of the likelihood ratio. The decision rule is randomized. The results obtained are applied for a wide class of the alternative sets and can be useful for various problems of hypothesis testing and signal detection in noise. Some examples are considered.
Received: 22.07.1991 Revised: 27.04.1992
Citation:
A. A. Slepokurov, “Characteristics of Robust Rules for Testing Two Hypotheses”, Probl. Peredachi Inf., 29:1 (1993), 19–24; Problems Inform. Transmission, 29:1 (1993), 16–20
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https://www.mathnet.ru/eng/ppi159 https://www.mathnet.ru/eng/ppi/v29/i1/p19
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Abstract page: | 167 | Full-text PDF : | 59 |
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