Asymptotic distinction of counting processes

Autor: Yu. N. Lin'kov
Rok vydání: 1993
Předmět:
Zdroj: Ukrainian Mathematical Journal. 45:1077-1085
ISSN: 1573-9376
0041-5995
DOI: 10.1007/bf01057454
Popis: A canonical representation is obtained for the logarithm of the likelihood ratio. Limit theorems describing its asymptotic behavior are proved. Using these theorems, we study the rate of decrease of the probability of an error of the second-kind in the Neyman-Pearson test.
Databáze: OpenAIRE