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Analogue of the Neyman-Pearson lemma for several simple hypotheses

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Publication:6633335
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DOI10.1137/S0040585X97T992008MaRDI QIDQ6633335FDOQ6633335


Authors: Maksim P. Savelov Edit this on Wikidata


Publication date: 5 November 2024

Published in: Theory of Probability and its Applications (Search for Journal in Brave)






zbMATH Keywords

multiple hypothesis testingNeyman-Pearson lemmarandomized testpartially Bayesian approachweighted sum of errors


Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)


Cites Work

  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • Testing composite hypotheses via convex duality
  • Multiple hypotheses testing and expected number of type I errors
  • Title not available (Why is that?)
  • A New Lower Bound for Multiple Hypothesis Testing
  • The Power of the Optimal Asymptotic Tests of Composite Statistical Hypotheses
  • Testing hypotheses for measures with different masses: Four optimization problems






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