Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution

DOI10.1007/BF01152385zbMath0534.60006MaRDI QIDQ790509

Marat V. Burnashev

Publication date: 1983

Published in: Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Gaussian measureproblem of the minimax discrimination

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Probability measures on topological spaces (60B05)

Related Items (7)

Hypothesis testing via affine detectors ⋮ On minimax robust testing of composite hypotheses on Poisson process intensity ⋮ Hypothesis testing via Euclidean separation ⋮ Hypothesis testing by convex optimization ⋮ On Neyman-Pearson minimax detection of Poisson process intensity ⋮ On sequential hypotheses testing via convex optimization ⋮ Aggregating estimates by convex optimization

Cites Work

• Convex measures on locally convex spaces
• On Invariance of Bayes Estimates for Generalized Random Variables
• On linear statistical problems in stochastic processes
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