On universal hypotheses testing via large deviations (Q3971633)
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scientific article; zbMATH DE number 9455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On universal hypotheses testing via large deviations |
scientific article; zbMATH DE number 9455 |
Statements
On universal hypotheses testing via large deviations (English)
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25 June 1992
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universal tests
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order estimation
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i.i.d. sequence of random variables
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exponential rate of decrease in type II probability of error
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minimal rate of decrease in type I probability of error
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large deviations estimates
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relative entropy
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empirical measure
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