Construction of Least Favourable Pairs of Distributions and of Minimax-Tests for Contaminations - versus Bounded-Density-Alternatives.

Robert Hafner

Construction of Least Favourable Pairs of Distributions and of Minimax-Tests for Contaminations - versus Bounded-Density-Alternatives.

Research output: Contribution to journal › Article › peer-review

Abstract

For a compound testing problem, where one hypothesis is a generalized contamination neighboorhood of some central probability measure and the other hypothesis is a family of distributions with densities bounded from below and from above, least favourable pairs of densities and minimax-tests are constructed by the method of risk-functions.

Original language	English
Number of pages	20
Journal	Mathematische Operationsforschung und Statistik
Publication status	Published - Dec 1999

Fields of science

101029 Mathematical statistics
101 Mathematics
103 Physics, Astronomy
105 Geosciences
305 Other Human Medicine, Health Sciences
504 Sociology
106 Biology
502 Economics
509 Other Social Sciences

Cite this

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title = "Construction of Least Favourable Pairs of Distributions and of Minimax-Tests for Contaminations - versus Bounded-Density-Alternatives.",

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JO - Mathematische Operationsforschung und Statistik

JF - Mathematische Operationsforschung und Statistik

ER -

Construction of Least Favourable Pairs of Distributions and of Minimax-Tests for Contaminations - versus Bounded-Density-Alternatives.

Abstract

Fields of science

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