On a robust version of the probability ratio test
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 203-206
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A robust version of the probability ratio test is constructed for the “contamination scheme” with the same contamination for two simple hypotheses $P_0$ and $P_1$.
@article{TVP_1975_20_1_a24,
author = {N. M. Khalfina and L. A. Khalfin},
title = {On a~robust version of the probability ratio test},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {203--206},
year = {1975},
volume = {20},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a24/}
}
N. M. Khalfina; L. A. Khalfin. On a robust version of the probability ratio test. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 203-206. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a24/