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Zapiski Nauchnykh Seminarov POMI, 2004, Volume 320, Pages 129–149 (Mi znsl602)  
Correct discrimination of the Gaussian hypotheses II

V. A. Rovsky

Saint-Petersburg State University
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Abstract: For a pair of equivalent Gaussian distributions a notion of their correct discrimination is introduced, which means the existence of a continuous version of their likelyhood ratio on some Hilbert support of these measures. Not every pair of equivalent Gaussian measures can be correctly discriminated.
Received: 25.12.2004
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: V. A. Rovsky, “Correct discrimination of the Gaussian hypotheses II”, Probability and statistics. Part 8, Zap. Nauchn. Sem. POMI, 320, POMI, St. Petersburg, 2004, 129–149
Citation in format AMSBIB
\Bibitem{Rov04}
\by V.~A.~Rovsky
\paper Correct discrimination of the Gaussian hypotheses~II
\inbook Probability and statistics. Part~8
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 320
\pages 129--149
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl602}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2115872}
\zmath{https://zbmath.org/?q=an:1136.60303}
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  • https://www.mathnet.ru/eng/znsl/v320/p129
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