On consistent hypothesis testing

DOI10.1007/S10958-017-3491-4MaRDI QIDQ1683203zbMATH OpenOpenAlexFDO

Authors Mikhail Sergeevich Ermakov

Publication date 6 December 2017

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.6296

zbMATH Keywords

Poisson processuniform consistencysignal detectionpointwise consistencyconsistent hypothesis testing

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Large deviations (60F10) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Abstract: This paper explores conditions of existence of different types of consistent tests. New links of these types of consistency are also established. The existence of discernible (strong consistent) tests follows from the existence of pointwise consistent tests. If there are consistent tests, then the set of alternatives can be represented as countable union of nested subsets such that there are uniformly consistent tests for the hypothesis and each of this subset of alternatives. Implementing these results we explore both sufficient conditions and necessary conditions for existence of consistent, pointwise consistent, uniformly consistent and discernible tests for hypothesis testing on a probability measure of independent sample, on a mean measure of Poisson process, on a solution of linear ill-posed problems in Gaussian noise, on a solution of deconvolution problem and for the problem of signal detection in Gaussian white noise. In the last three cases the necessary conditions and sufficient conditions coincide.

Recommendations

• Complete Consistency: A Testing Analogue of Estimator Consistency
• On uniform consistency of nonparametric tests. I
• The consistent criteria of hypotheses
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• Extreme points and consistent criteria for hypothesis testing in a Banach space of measures

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Cited in

(10)

• Extreme points and consistent criteria for hypothesis testing in a Banach space of measures
• The consistent criteria for hypotheses testing
• On uniform consistency of nonparametric tests. I
• Some relations between discrete statistical problems and properties of probability measures on topological spaces
• scientific article; zbMATH DE number 1530980 (Why is no real title available?)
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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