Limit theorems for the likelihood ratio in the hypotheses testing problems

DOI10.1515/ROSE.1995.3.1.23zbMath0822.60026OpenAlexW2391837901MaRDI QIDQ4840859

Yu. N. Lin'kov

Publication date: 9 August 1995

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1995.3.1.23

zbMATH Keywords

weak convergenceNeyman-Pearson testfirst and second type error probabilitieslikelihood ratio in hypotheses testing problems

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (2)

Large deviation theorems for extended random variables and some applications ⋮ Large-deviation theorems in hypothesis-testing problems

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