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Zapiski Nauchnykh Seminarov POMI, 2015, Volume 442, Pages 48–74 (Mi znsl6243)  

This article is cited in 4 scientific papers (total in 4 papers)

On conistent hypothesis testing

M. S. Ermakovab

a St. Petersburg State University, St. Petersburg, Russia
b Institute of Problems of Mechanical Engineering, Russian Academy of Sciences, St. Petersburg, Russia
Full-text PDF (278 kB) Citations (4)
References:
Abstract: We explore natural links between different types of consistency: consistency, uniform consistency and pointwise consistency. On the base of these results we provide both sufficient conditions and necessary conditions for existence of different types of consistent tests for the problems of hypothesis testing on a probability measure of independent sample, on a mean measure of Poisson process, on a solution of linear ill-posed problem in Gaussian noise, on a solution of deconvolution problem and for a signal detection in Gaussian white noise. In the last three cases we show that necessary conditions and sufficient conditions coincide.
Key words and phrases: hypothesis testing, consistency, distinguishability.
Received: 19.10.2015
English version:
Journal of Mathematical Sciences (New York), 2017, Volume 225, Issue 5, Pages 751–769
DOI: https://doi.org/10.1007/s10958-017-3491-4
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: M. S. Ermakov, “On conistent hypothesis testing”, Probability and statistics. Part 23, Zap. Nauchn. Sem. POMI, 442, POMI, St. Petersburg, 2015, 48–74; J. Math. Sci. (N. Y.), 225:5 (2017), 751–769
Citation in format AMSBIB
\Bibitem{Erm15}
\by M.~S.~Ermakov
\paper On conistent hypothesis testing
\inbook Probability and statistics. Part~23
\serial Zap. Nauchn. Sem. POMI
\yr 2015
\vol 442
\pages 48--74
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6243}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3506844}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2017
\vol 225
\issue 5
\pages 751--769
\crossref{https://doi.org/10.1007/s10958-017-3491-4}
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  • https://www.mathnet.ru/eng/znsl/v442/p48
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Записки научных семинаров ПОМИ
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    References:69
     
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