Asymptotic distinction of counting processes
Autor: | Yu. N. Lin'kov |
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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 |
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