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Doklady Mathematics

, Volume 87, Issue 3, pp 345–347 | Cite as

A characterization of a minimax test in the problem of testing two composite hypotheses

  • A. A. GushchinEmail author
Mathematics

Abstract

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.

Keywords

Probability Measure Dual Problem DOKLADY Mathematic Simple Hypothesis Rela Tions 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Pleiades Publishing, Ltd. 2013

Authors and Affiliations

  1. 1.Steklov Mathematical InstituteRussian Academy of SciencesMoscowRussia

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