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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 3, Pages 439–463
DOI: https://doi.org/10.4213/tvp5068 (Mi tvp5068) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Extremal characteristics of tests for multiple hypotheses with given mutual total variation distances

M. P. Savelov

Lomonosov Moscow State University
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DOI: https://doi.org/10.4213/tvp5068
Abstract: We consider extremal values of the characteristics of nonrandomized statistical criteria in the following case: there are $n$ hypotheses with given total variation distances. It is shown that finding the extremal values of a function of error probabilities may be reduced to solving a finite-dimensional linear programming problem. We found exact formulas for extreme values of the sum of all error probabilities in the case $n=3$.
Keywords: multiple hypothesis testing, nonrandomized tests, total variation distance, extremal sets of distributions.
Received: 27.10.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 3, Pages 442–461
DOI: https://doi.org/10.1137/S0040585X97T988265
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. P. Savelov, “Extremal characteristics of tests for multiple hypotheses with given mutual total variation distances”, Teor. Veroyatnost. i Primenen., 61:3 (2016), 439–463; Theory Probab. Appl., 61:3 (2017), 442–461
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v61/i3/p439
    • This publication is cited in the following 1 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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