The necessity of strongly subadditive capacities for Neyman-Pearson minimax tests

DOI10.1007/BF01501164zbMath0636.62002MaRDI QIDQ1098183

Jörn Lembcke

Publication date: 1988

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/178367

zbMATH Keywords

Neyman-Pearson lemma; Polish spaces; minimax tests; strongly subadditive capacity; weakly compact set of Borel probability measures

Mathematics Subject Classification ID

62F03: Parametric hypothesis testing

62C20: Minimax procedures in statistical decision theory

28A12: Contents, measures, outer measures, capacities

62B99: Sufficiency and information

Related Items

Integral representation of belief measures on compact spaces, Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability, Risk Measures and Robust Optimization Problems

Cites Work

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• Binary experiments, minimax tests and 2-alternating capacities
• Kapazitäten und obere Einhüllende von Maßen. (Capacities and upper envelopes of measures.)
• Minimax tests and the Neyman-Pearson lemma for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities. Correction
• Infinitely subadditive capacities as upper envelopes of measures
• Some Minimax Theorems.