2017
Том 69
№ 9

All Issues

Testing hypotheses by using optimal statistical criteria. I

Kuk Yu. V., Petunin Yu. I.

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Abstract

We propose a method for constructing statistical criteria. It can be used for testing an arbitrary finite set of simple alternative hypotheses. A concept of an optimal statistical criterion is introduced, special cases of which are the Bayesian criterion and the minimax criterion. It is proved that any optimal statistical criterion can be constructed on the basis of the likelihood ratio.

English version (Springer): Ukrainian Mathematical Journal 46 (1994), no. 4, pp 396-407.

Citation Example: Kuk Yu. V., Petunin Yu. I. Testing hypotheses by using optimal statistical criteria. I // Ukr. Mat. Zh. - 1994. - 46, № 4. - pp. 378–388.

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