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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 2, Pages 294–314
DOI: https://doi.org/10.4213/tvp1466
(Mi tvp1466)
 

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
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 2, Pages 239–255
DOI: https://doi.org/10.1137/S0040585X97976854
Bibliographic databases:
Language: Russian
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
Citation in format AMSBIB
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\by N.~P.~Salikhov
\paper On one generalization of Chernov's distance
\jour Teor. Veroyatnost. i Primenen.
\yr 1998
\vol 43
\issue 2
\pages 294--314
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\crossref{https://doi.org/10.4213/tvp1466}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1679004}
\zmath{https://zbmath.org/?q=an:0942.62005}
\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 2
\pages 239--255
\crossref{https://doi.org/10.1137/S0040585X97976854}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000083189300005}
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  • https://www.mathnet.ru/eng/tvp1466
  • https://doi.org/10.4213/tvp1466
  • https://www.mathnet.ru/eng/tvp/v43/i2/p294
  • This publication is cited in the following 12 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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