ASYMPTOTICAL SEPARATION OF TWO SIMPLE HYPOTESESS USING THE MOST POWERFUL CRITERIA Cover Image

ASIMPTOTINIS DVIEJŲ PAPRASTŲJŲ HIPOTEZIŲ ATSKYRIMAS NAUDOJANT TOLYGIAI GALINGIAUSIĄ KRITERIJŲ
ASYMPTOTICAL SEPARATION OF TWO SIMPLE HYPOTESESS USING THE MOST POWERFUL CRITERIA

Author(s): Vaidotas Kanišauskas, Lydija Dronova-Platbarzdė
Subject(s): Higher Education , Methodology and research technology, ICT Information and Communications Technologies
Published by: Vilniaus Universiteto Leidykla
Keywords: test; non-homogeneous Poisson process; process of renewal;

Summary/Abstract: The behaviour of the second kind error-probability of a uniformly most powerful criterion, when there is a fixed and a small chance of the first type error is analysed in the paper. The asymptotic formula for probability has been obtained using a common model of the likelihood function under formed natural conditions, i.e. local density. At the same time it is shown as a key result and what overall conditions seem to be in specific models (independent observations, non-homogeneous Poisson process, process of renewal).

  • Issue Year: 2015
  • Issue No: 2 (44)
  • Page Range: 105-109
  • Page Count: 5
  • Language: Lithuanian