Nonparametric hypothesis testing with small type I or type II error probabilities

Nonparametric hypothesis testing with small type I or type II error probabilities For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ 2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

Nonparametric hypothesis testing with small type I or type II error probabilities

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Publisher
Springer Journals
Copyright
Copyright © 2008 by Pleiades Publishing, Ltd.
Subject
Engineering; Communications Engineering, Networks; Electrical Engineering; Information Storage and Retrieval; Systems Theory, Control
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S0032946008020051
Publisher site
See Article on Publisher Site

Abstract

For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ 2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.

Journal

Problems of Information TransmissionSpringer Journals

Published: Jul 11, 2008

References

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