Aysmptotically optimal tests of testing hypotheses for an interdependent sample
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 2, pp. 280-291
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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 -
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/