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This article is cited in 12 scientific papers (total in 12 papers)
On one generalization of Chernov's distance
N. P. Salikhov Essential Administration of Information Systems
Abstract:
The variable $\rho(\mathbf{p};A,B)$ is introduced to characterize, for a given vector $\mathbf{p}$, the distance between finite sets $A$ and $B$ of vectors of probabilities of outcomes in polynomial schemes of trials having a common set of outcomes. In the case of singletons $A=\{\mathbf{a}\}$, $B=\{\mathbf{p}\}$ the value of $\rho(\mathbf{p};A,B)$ coincides with the Chernov distance between $\mathbf{p}$ and $\mathbf{a}$. We indicate the probabilistic sense of the generalized Chernov distance $\rho(\mathbf{p};A,B)$ and establish some of its properties. For distinguishing between $m$ polynomial distributions $(n,\mathbf{p}_1),\dots,(n,\mathbf{p}_m)$ we consider a Bayesian decision rule, where the proper distribution is found in $k\in\{1,\dots,m-1\}$ most plausible variants. For this rule, we find explicit and asymptotic (as $n\to\infty$) estimates of probabilities of errors depending on at most $C_{m-1}^k$ generalized Chernov distances and, moreover, establish, in a sense, its optimality.
Keywords:
polynomial scheme of trials, Kullback–Leibler distance, Chernov distance, distinguishing between several simple hypotheses, Bayesian decision rule, estimates of probabilities of errors.
Received: 14.01.1997
Citation:
N. P. Salikhov, “On one generalization of Chernov's distance”, Teor. Veroyatnost. i Primenen., 43:2 (1998), 294–314; Theory Probab. Appl., 43:2 (1999), 239–255
Linking options:
https://www.mathnet.ru/eng/tvp1466https://doi.org/10.4213/tvp1466 https://www.mathnet.ru/eng/tvp/v43/i2/p294
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Abstract page: | 336 | Full-text PDF : | 180 | First page: | 6 |
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