Binary experiments, minimax tests and 2-alternating capacities

DOI10.1214/aos/1176345705zbMath0496.62004OpenAlexW1998553180MaRDI QIDQ1169982

Tadeusz Bednarski

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345705

zbMATH Keywords

Neyman-Pearson lemmaChoquet capacity2-alternating capacitiesminimax testsleast informative binary experiments

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)

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A Mazur-Orlicz type theorem for submodular set functions ⋮ A Note on Asymptotic Expansions of Logarithms of Likelihood Ratios of Least Favourable Distributions ⋮ The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests ⋮ A robust asymptotic testing model for special capacities ⋮ Robust inference by influence functions ⋮ Lower probabilities and function representation ⋮ Testing composite hypotheses via convex duality ⋮ Hypothesis testing by convex optimization ⋮ Robust nonparametric inference for the median ⋮ Simultaneously least favorable experiments ⋮ Robust nonparametric confidence intervals and tests for the median in the presence of \((c,\gamma )\)-contamination ⋮ Symmetric, coherent, Choquet capacities ⋮ On extension of the neyman-peabson lemma for capacities to dependent random variables ⋮ 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

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