scientific article; zbMATH DE number 4201373

MaRDI QIDQ3349767zbMATH OpenFDO

Authors Igor Vajda

Publication date 1990

Full work available at URL https://eudml.org/doc/28590, http://www.kybernetika.cz/content/1990/4/273

zbMATH Keywords

Bayes testdiscrimination ratesexistence of an asymptotic Rényi distanceI-divergenceinequalitiesmixed errorsNeyman-Pearson testsRényi distancessecond kind errorssimple hypothesis

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Sufficiency and information (62B99) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Bayesian inference (62F15)

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Cites work

• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A sandwich proof of the Shannon-McMillan-Breiman theorem
• Asymptotic properties of Neyman-Pearson tests for infinite Kullback- Leibler information
• Asymptotic Rate of Discrimination for Markov Processes
• Bounds for the Power of Likelihood Ratio Tests and Their Asymptotic Properties
• Chernoff bounds for discriminating between two markov processes
• Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
• Hellinger integrals of diffusion processes
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• Large deviations for a general class of random vectors
• Large-Sample Theory: Parametric Case
• On a property of normal distributions of any stochastic process
• On equivalence of infinite product measures
• Statistical Decision Functions
• The inner product of path space measures corresponding to random processes with independent increments
• Theory of statistical inference and information. Transl. from the Slovak by the author
• Thermodynamics and statistical analysis of Gaussian random fields
• Topics in statistical information theory

Cited in

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