A characterization of a minimax test in the problem of testing two composite hypotheses
We obtain a characterization of a minimax test in the problem of testing two composite hypotheses via a solution of a dual problem. In comparison to previous results, our characterization is valid under much weaker assumptions, which became possible, in particular, due to a modification of a dual problem.
KeywordsProbability Measure Dual Problem DOKLADY Mathematic Simple Hypothesis Rela Tions
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