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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 2, Pages 280–291
(Mi tvp2147)
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This article is cited in 4 scientific papers (total in 4 papers)
Aysmptotically optimal tests of testing hypotheses for an interdependent sample
A. F. Kušnir, A. I. Pinskiĭ Moscow
Abstract:
The paper deals with testing the hypothesis that the sample has been taken from a $k$-dependent stationary Markov chain against the alternative that the transition function depends on a “signal” as a parameter.
The problem is treated “asymptotically”, i.e. as the sample size tends to infinity while the signal “amplitude” decreases. The methods used are based on the study of asymtotical behaviour of the likelihood ratio. Asymptotically optimal (and in some cases rank-order asymptotically optimal) tests are effectively constructed, and their properties are studied.
Received: 22.10.1969
Citation:
A. F. Kušnir, A. I. Pinskiǐ, “Aysmptotically optimal tests of testing hypotheses for an interdependent sample”, Teor. Veroyatnost. i Primenen., 16:2 (1971), 280–291; Theory Probab. Appl., 16:2 (1971), 281–292
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https://www.mathnet.ru/eng/tvp2147 https://www.mathnet.ru/eng/tvp/v16/i2/p280
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Abstract page: | 206 | Full-text PDF : | 111 |
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