Minimax tests under bounded sets of distributions
Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 286-295
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We investigate the hypotheses testing problem when the densities are bounded from below and from above. We find maximin criterions and consider some examples.
@article{TVP_1982_27_2_a7,
author = {V. P. Kuzne{\cyrs}ov},
title = {Minimax tests under bounded sets of distributions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {286--295},
year = {1982},
volume = {27},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a7/}
}
V. P. Kuzneсov. Minimax tests under bounded sets of distributions. Teoriâ veroâtnostej i ee primeneniâ, Tome 27 (1982) no. 2, pp. 286-295. http://geodesic.mathdoc.fr/item/TVP_1982_27_2_a7/