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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 3, Pages 575–582
(Mi tvp743)
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This article is cited in 8 scientific papers (total in 8 papers)
Short Communications
On the number of observations necessary for the distinction between two proximate hypotheses
I. N. Volodin Kazan
Abstract:
The problem of distinction between the following two proximate hypotheses $\mathbf H_0$: the population density is equal to $p_0(x)$ and $\mathbf H_\alpha$: the population density is equal to $p_\alpha(x)$, where $p_\alpha(x)\to p_0(x)$ as $\alpha\to0$, using the results of independent observations is considered.
In the case when $\alpha$ is a one dimensional parameter the Petrov–Aivazyan formula [1] for the number of observations nesessary for the distinction between hypotheses $\mathbf H_0$ and $\mathbf H_\alpha$ according to the Neumann–Pearson criterion with given probabilities of errors of the first $(\varepsilon)$ and second $(\omega)$ type is improved up to the members of order $O(1)$. A possibility of application of the results of this article to the problem of testing the hypotheses on the types of distributions given a large number of small simples is demonstrated by the example of the distinction between two gamma-types.
Received: 17.02.1966
Citation:
I. N. Volodin, “On the number of observations necessary for the distinction between two proximate hypotheses”, Teor. Veroyatnost. i Primenen., 12:3 (1967), 575–582; Theory Probab. Appl., 12:3 (1967), 519–525
Linking options:
https://www.mathnet.ru/eng/tvp743 https://www.mathnet.ru/eng/tvp/v12/i3/p575
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