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Testing hypotheses by using optimal statistical criteria. I

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Ukrainian Mathematical Journal Aims and scope

Abstract

We propose a method for constructing statistical criteria. It can be used for testing an arbitrary finite set of simple alternative hypotheses. A concept of an optimal statistical criterion is introduced, special cases of which are the Bayesian criterion and the minimax criterion. It is proved that any optimal statistical criterion can be constructed on the basis of the likelihood ratio.

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References

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Author information

Authors and Affiliations

  1. Institute of Cybernetics, Kiev

    Yu. V. Kuk

  2. Kiev University, Kiev

    Yu. I. Petunin

Authors
  1. Yu. V. Kuk
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  2. Yu. I. Petunin
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 378–388, April, 1994.

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Kuk, Y.V., Petunin, Y.I. Testing hypotheses by using optimal statistical criteria. I. Ukr Math J 46, 396–407 (1994). https://doi.org/10.1007/BF01060409

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  • DOI: https://doi.org/10.1007/BF01060409

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