Lower Bound on the Error Probability for Families with Bounded Likelihood Ratios

DOI10.2307/2159993zbMath0816.62005OpenAlexW4241154163MaRDI QIDQ4292234

Andrew. L. Rukhin

Publication date: 3 July 1995

Full work available at URL: https://doi.org/10.2307/2159993

zbMATH Keywords

linear programming\(M\)-matrixinequalitylower boundclassification problemerror probabilitychoice of prior distributionfinite-memory systemsbounded likelihood ratiosoptimal recursive procedure

Mathematics Subject Classification ID

Point estimation (62F10) Applications of mathematical programming (90C90) Theory of matrix inversion and generalized inverses (15A09) Statistical aspects of information-theoretic topics (62B10) General considerations in statistical decision theory (62C05)

Related Items (2)

Recursive procedures for multiple decisions: Finite time memory and stepwise maximum likelihood procedure ⋮ Overlap in observational studies with high-dimensional covariates

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Theory of statistical inference and information. Transl. from the Slovak by the author
• Inequalities between information measures and error probability
• Optimal finite memory learning algorithms for the finite sample problem
• Renyi's entropy and the probability of error
• Learning with Finite Memory

This page was built for publication: Lower Bound on the Error Probability for Families with Bounded Likelihood Ratios