Analogue of the Neyman-Pearson lemma for several simple hypotheses
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Publication:6633335
DOI10.1137/S0040585X97T992008MaRDI QIDQ6633335FDOQ6633335
Authors: Maksim P. Savelov
Publication date: 5 November 2024
Published in: Theory of Probability and its Applications (Search for Journal in Brave)
multiple hypothesis testingNeyman-Pearson lemmarandomized testpartially Bayesian approachweighted sum of errors
Cites Work
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- Testing composite hypotheses via convex duality
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- 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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