Aysmptotically optimal tests of testing hypotheses for an interdependent sample
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 280-291 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The paper deals with testing the hypothesis that the sample has been taken from a $k$-dependent stationary Markov chain against the alternative that the transition function depends on a “signal” as a parameter. The problem is treated “asymptotically”, i.e. as the sample size tends to infinity while the signal “amplitude” decreases. The methods used are based on the study of asymtotical behaviour of the likelihood ratio. Asymptotically optimal (and in some cases rank-order asymptotically optimal) tests are effectively constructed, and their properties are studied.
@article{TVP_1971_16_2_a5,
     author = {A. F. Ku\v{s}nir and A. I. Pinskiǐ},
     title = {Aysmptotically optimal tests of testing hypotheses for an interdependent sample},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {280--291},
     year = {1971},
     volume = {16},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a5/}
}
TY  - JOUR
AU  - A. F. Kušnir
AU  - A. I. Pinskiǐ
TI  - Aysmptotically optimal tests of testing hypotheses for an interdependent sample
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1971
SP  - 280
EP  - 291
VL  - 16
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a5/
LA  - ru
ID  - TVP_1971_16_2_a5
ER  - 
%0 Journal Article
%A A. F. Kušnir
%A A. I. Pinskiǐ
%T Aysmptotically optimal tests of testing hypotheses for an interdependent sample
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 280-291
%V 16
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a5/
%G ru
%F TVP_1971_16_2_a5
A. F. Kušnir; A. I. Pinskiǐ. Aysmptotically optimal tests of testing hypotheses for an interdependent sample. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 280-291. http://geodesic.mathdoc.fr/item/TVP_1971_16_2_a5/