On the construction of least favourable pairs of distributions
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Publication:4147406
DOI10.1007/BF00535275zbMath0371.62011OpenAlexW2147358193MaRDI QIDQ4147406
Publication date: 1978
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00535275
Related Items (9)
On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. ⋮ Testing composite hypotheses via convex duality ⋮ Minimax optimal sequential hypothesis tests for Markov processes ⋮ Data-based decisions under imprecise probability and least favorable models ⋮ Construction of minimax tests for bounded families of probability densities ⋮ Gleichmäßige Verteilung von Punkten in gewissen metrischen Räumen, speziell auf der Kugel ⋮ On solutions of minimax test problems for special capacities ⋮ Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy ⋮ Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
Cites Work
- Minimax tests and the Neyman-Pearson lemma for capacities
- A Robust Version of the Probability Ratio Test
- Optimale Tests und ungünstigste Verteilungen
- [https://portal.mardi4nfdi.de/wiki/Publication:5578654 Eine parameterfreie Theorie der ung�nstigsten Verteilungen f�r das Testen von Hypothesen]
- [https://portal.mardi4nfdi.de/wiki/Publication:5592752 Einige ma�theoretische S�tze bei der Behandlung trennscharfer Tests]
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