On finding non-randomized minimax tests for statistical decision problems with applications to signal detection

DOI10.1007/BF00534086zbMath0572.62011MaRDI QIDQ3690001

Lee Kenneth Jones

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

complexitycounter-examplesmaximum likelihood testsexistence of non-randomized minimax testsunknown additive Gaussian noise

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20) Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• On single-sample robust detection of known signals with additive unknown-mean amplitude-bounded random interference
• Elimination of Randomization in Certain Problems of Statistics and of the Theory of Games

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