On the Fundamental Lemma of Neyman and Pearson
نویسندگان
چکیده
منابع مشابه
Generalized Neyman - Pearson Lemma
We extend the classical Neyman-Pearson theory for testing composite hypotheses versus composite alternatives, using a convex duality approach as in Witting (1985). Results of Aubin & Ekeland (1984) from non-smooth convex analysis are employed, along with a theorem of Komll os (1967), in order to establish the existence of a max-min optimal test and to investigate its properties. The theory is i...
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We extend the classical Neyman-Pearson theory for testing composite hypotheses versus composite alternatives, using a convex duality approach as in Witting (1985). Results of Aubin & Ekeland (1984) from non-smooth convex analysis are employed, along with a theorem of Komlós (1967), in order to establish the existence of a max-min optimal test in considerable generality, and to investigate its p...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1951
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729695