The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests

DOI10.1007/BF01501164zbMath0636.62002OpenAlexW2145058401MaRDI QIDQ1098183

Jörn Lembcke

Publication date: 1988

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178367

zbMATH Keywords

Neyman-Pearson lemmaPolish spacesminimax testsstrongly subadditive capacityweakly compact set of Borel probability measures

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Minimax procedures in statistical decision theory (62C20) Contents, measures, outer measures, capacities (28A12) Sufficiency and information (62B99)

Related Items (3)

Integral representation of belief measures on compact spaces ⋮ Risk Measures and Robust Optimization Problems ⋮ Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability

Cites Work

• Unnamed Item
• Unnamed Item
• Binary experiments, minimax tests and 2-alternating capacities
• Kapazitäten und obere Einhüllende von Maßen. (Capacities and upper envelopes of measures.)
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Infinitely subadditive capacities as upper envelopes of measures
• Some Minimax Theorems.

This page was built for publication: The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests