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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
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
Linking options:
https://www.mathnet.ru/eng/tvp3647https://doi.org/10.4213/tvp3647 https://www.mathnet.ru/eng/tvp/v47/i2/p270
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