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Teoriya Veroyatnostei i ee Primeneniya, 1998, Volume 43, Issue 3, Pages 476–489
DOI: https://doi.org/10.4213/tvp1555 (Mi tvp1555) 		 
Asymptotic normality of the log-likelihood ratio for a class of $m$-dependent random variables

S. V. Pazizina, B. V. Ryazanovb

a Academy of Federal Security Service of Russian Federation
b Financial company "INTRUST", Moscow
Full-text PDF (596 kB)
DOI: https://doi.org/10.4213/tvp1555
Abstract: Asymptotic normality of the log-likelihood ratio (LLR) is established in the problem of testing two simple hypotheses about the distribution of a sequence of m-dependent random variables by the “responses” on the elements of the sequence.
Keywords: $m$-dependence, likelihood ratio, asymptotic normality.
Received: 18.05.1995
Revised: 12.03.1997
English version:
Theory of Probability and its Applications, 1999, Volume 43, Issue 3, Pages 422–433
DOI: https://doi.org/10.1137/S0040585X9797701X
Bibliographic databases:
Language: Russian
Citation: S. V. Pazizin, B. V. Ryazanov, “Asymptotic normality of the log-likelihood ratio for a class of $m$-dependent random variables”, Teor. Veroyatnost. i Primenen., 43:3 (1998), 476–489; Theory Probab. Appl., 43:3 (1999), 422–433
Citation in format AMSBIB
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\pages 476--489
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\transl
\jour Theory Probab. Appl.
\yr 1999
\vol 43
\issue 3
\pages 422--433
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  • https://www.mathnet.ru/eng/tvp/v43/i3/p476
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    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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