On a Power of Optimal Test for Asymptotic Distinction of Statistical Hypotheses for Distributions with Heavy Tails* View Full Text


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Article Info

DATE

2015-02

AUTHORS

V. E. Bening, V. Yu. Korolev, U Da

ABSTRACT

In the paper, the asymptotic behavior of the power function of the most powerful test in the problem of testing a simple hypothesis against a simple alternative from a homogeneous sample of independent observations is studied under the assumption that the likelihood ratio has a heavy-tailed distribution belonging to the domain of attraction of a stable law. More... »

PAGES

18-26

References to SciGraph publications

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-015-2225-8

DOI

http://dx.doi.org/10.1007/s10958-015-2225-8

DIMENSIONS

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