Large deviation theorems in the testing problems for the Bernoulli sequences

DOI10.1515/ROSE.1995.3.3.221MaRDI QIDQ4852284zbMATH OpenOpenAlexFDO

Authors Yu. N. Lin'kov, Lyudmila A. Lunyova

Publication date 21 August 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1995.3.3.221

zbMATH Keywords

Bernoulli sequencesNeyman-Pearson testlogarithm of the likelihood ratioasymptotical behaviour of error probabilitiesfixed hypothesesnear hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Large deviations (60F10) Asymptotic properties of parametric tests (62F05)

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• Limit theorems for the likelihood ratio in the hypotheses testing problems
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