Hypotheses optimal testing via large deviations techniques
dc.contributor.author | Navaei, Leader | |
dc.date.accessioned | 2024-07-12T20:55:53Z | |
dc.date.available | 2024-07-12T20:55:53Z | |
dc.date.issued | 2009 | en_US |
dc.department | Maltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesi | en_US |
dc.description.abstract | The problem of many hypotheses testing for a model consisting of L > 2 hypotheses on distribution of a Markov chain is studied. We apply large deviations techniques (LDT) and the method of types to the empirical distributions of finite states of Markov chain. It is proved that this method of investigation in solving the problem of logarithmically asymptotically optimal (LAO) hypotheses testing is easier than the procedure that was introduced by Haroutunian. The matrix of exponents E = {El|m}, m, l = 1, L of error probabilities of the LAO test El|m(?) = lim N?? ? 1 N log ?l|m(?N ), where ? N l|m(?N ) for l 6= m is the probability to accept the hypothesis l, when the hypothesis m is true, is determined. | en_US |
dc.identifier.citation | Navaei, L. (2009). Hypotheses optimal testing via large deviations techniques. Maltepe Üniversitesi. s. 233. | en_US |
dc.identifier.endpage | 234 | en_US |
dc.identifier.isbn | 9.78605E+12 | |
dc.identifier.startpage | 233 | en_US |
dc.identifier.uri | https://hdl.handle.net/20.500.12415/2909 | |
dc.institutionauthor | Navaei, Leader | |
dc.language.iso | en | en_US |
dc.publisher | Maltepe Üniversitesi | en_US |
dc.relation.ispartof | Hypotheses optimal testing via large deviations techniques | en_US |
dc.relation.publicationcategory | Uluslararası Konferans Öğesi - Başka Kurum Yazarı | en_US |
dc.rights | CC0 1.0 Universal | * |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.rights.uri | http://creativecommons.org/publicdomain/zero/1.0/ | * |
dc.snmz | KY07443 | |
dc.title | Hypotheses optimal testing via large deviations techniques | en_US |
dc.type | Conference Object | |
dspace.entity.type | Publication |