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Teoriya Veroyatnostei i ee Primeneniya, 2002, Volume 47, Issue 2, Pages 270–285
DOI: https://doi.org/10.4213/tvp3647
(Mi tvp3647)
 

This article is cited in 2 scientific papers (total in 2 papers)

Optimal sequences of tests for several polynomial schemes of trials

N. P. Salikhov

Essential Administration of Information Systems
Abstract: Sequences $\{\omega^n\}$ of tests $\omega^n$ are considered for solution of the problem of choice of the true polynomial scheme of trials by using frequencies for $n$ independent trials made according to one of $m$ possible schemes with the same set of outcomes. Let $\alpha_s(\omega^n )$ be the probability not to accept the true $s$th scheme, $s=1,\dots,m$. The behavior of the quantity $\max_{s\in J}\alpha_s (\omega^n)$ is studied for given $J\subseteq \{1,\dots,m\}$ and $n \to\infty$ for sequences $\{\omega^n\}$ from the set $N$, characterized by the property that the probabilities $\alpha_t(\omega^n)$ for $t\in I$, $I\subseteq\{1,\dots,m\}$, satisfy certain conditions, for example, $\alpha_t(\omega^n )\le\alpha_t < 1$ or $\alpha_t(\omega^n )\le a_t\exp(-nv_t)$ for all $n\ge n_0$. The sequences $\{g^n\}\in N$ are given and the quantity $M(N,J)\ge 0$ is computed such that $\max_{s\in J}\alpha_s(g^n)=\exp(-nM(N,J)+o(n))$ and there is no sequence $\{\omega^n\} \in N$, for which $\max_{s\in J}\alpha_s(\omega^n)=\exp(-nM+o(n))$, $M>M(N,J)$. The upper bounds for $\alpha_t(g^n)$, $t=1,\dots,m$, tending to 0 as $n\to\infty$ are explicitly computed.
Keywords: polynomial scheme of trials, testing several simple hypotheses, optimal sequences of tests, Kullback–Leubler distance, Chernoff distance.
Received: 24.08.1998
Revised: 13.03.2000
English version:
Theory of Probability and its Applications, 2003, Volume 47, Issue 2, Pages 286–298
DOI: https://doi.org/10.1137/S0040585X97979639
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. P. Salikhov, “Optimal sequences of tests for several polynomial schemes of trials”, Teor. Veroyatnost. i Primenen., 47:2 (2002), 270–285; Theory Probab. Appl., 47:2 (2003), 286–298
Citation in format AMSBIB
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\by N.~P.~Salikhov
\paper Optimal sequences of tests for several polynomial schemes of trials
\jour Teor. Veroyatnost. i Primenen.
\yr 2002
\vol 47
\issue 2
\pages 270--285
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\crossref{https://doi.org/10.4213/tvp3647}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2001833}
\zmath{https://zbmath.org/?q=an:1038.62020}
\transl
\jour Theory Probab. Appl.
\yr 2003
\vol 47
\issue 2
\pages 286--298
\crossref{https://doi.org/10.1137/S0040585X97979639}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000183800700008}
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  • https://www.mathnet.ru/eng/tvp3647
  • https://doi.org/10.4213/tvp3647
  • https://www.mathnet.ru/eng/tvp/v47/i2/p270
  • This publication is cited in the following 2 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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