Limit theorems for the likelihood ratio in the hypotheses testing problems

DOI10.1515/ROSE.1995.3.1.23MaRDI QIDQ4840859zbMATH OpenOpenAlexFDO

Authors 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

first and second type error probabilitieslikelihood ratio in hypotheses testing problemsNeyman-Pearson testweak convergence

Mathematics Subject Classification ID

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

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