Hypotheses optimal testing via large deviations techniques

dc.contributor.authorNavaei, Leader
dc.date.accessioned2024-07-12T20:55:53Z
dc.date.available2024-07-12T20:55:53Z
dc.date.issued2009en_US
dc.departmentMaltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesien_US
dc.description.abstractThe 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.citationNavaei, L. (2009). Hypotheses optimal testing via large deviations techniques. Maltepe Üniversitesi. s. 233.en_US
dc.identifier.endpage234en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage233en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2909
dc.institutionauthorNavaei, Leader
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofHypotheses optimal testing via large deviations techniquesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07443
dc.titleHypotheses optimal testing via large deviations techniquesen_US
dc.typeConference Object
dspace.entity.typePublication

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