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Teoriya Veroyatnostei i ee Primeneniya, 1967, Volume 12, Issue 4, Pages 741–746
(Mi tvp763)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
On the distribution of the statistic of the most powerful test in compound Markov chains
P. F. Belyaev Moscow
Abstract:
The paper deals with a sequence of outcomes realized after $n$ tests, connected into a compound Markov chain of order $s-1$ with $k$ states and with the transition probabilities of the form $1/k+\alpha/k\varphi(k)$ where $\varphi(k)$ as $k\to\infty$ and $|\alpha|<C$.
The statistic of the most powerful test for two simple hypotheses concerning the values of $\alpha$ is considered and some asymptotic properties of this statistic are studied as $n$, $k\to\infty$.
Received: 07.06.1966
Citation:
P. F. Belyaev, “On the distribution of the statistic of the most powerful test in compound Markov chains”, Teor. Veroyatnost. i Primenen., 12:4 (1967), 741–746; Theory Probab. Appl., 12:4 (1967), 678–682
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https://www.mathnet.ru/eng/tvp763 https://www.mathnet.ru/eng/tvp/v12/i4/p741
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