Construction of minimax tests for bounded families of probability densities

DOI10.1007/BF02613659zbMath0798.62056MaRDI QIDQ1209846

Robert Hafner

Publication date: 16 May 1993

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176442

zbMATH Keywords

Radon-Nikodym densityminimax testscompound test problemleast favourable pairs of distributionsNeyman-Pearson theory for single hypothesesrisk-function method

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Minimax procedures in statistical decision theory (62C20)

Related Items (2)

Minimax optimal sequential hypothesis tests for Markov processes ⋮ 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
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax Tests for Bounded Families of Distribution Densities
• Construction of least favourable pairs of distributions and of eobnst tests for contamination neighbourhoods
• On the construction of least favourable pairs of distributions
• The fundamental Neyman‐Pearson lemma and the Radon‐Nikodym theorem from a common statistical point of view
• Simple construction of least favourable pairs of distributions and of robust tests for prokhorov-neighbourhoods

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