Abstract
We give a characterization of the types of asymptotic discernibility of families of hypotheses in the case of hypothetical measures that are not, in general, mutually absolutely continuous. The case when the logarithm of the likelihood ratio admits an asymptotic expansion of the type of an expansion with local asymptotic normality is examined in detail. Examples are studied.
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Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 64–71, 1987.
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Lin'kov, Y.N. Characterization of types of asymptotic discernibility of families of hypotheses. J Math Sci 53, 409–415 (1991). https://doi.org/10.1007/BF01098490
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DOI: https://doi.org/10.1007/BF01098490