Extremal Problems for Hypotheses Testing with Set-Valued Decisionsстатья
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Дата последнего поиска статьи во внешних источниках: 30 апреля 2017 г.
Аннотация:We consider a class of extremal problems for multiple hypothesis testing with set-valued
decisions and given total variation distances between hypotheses. The quality of a test is measured
by an arbitrary piecewise linear continuous function of the error probabilities. We show that the
extremal value of the test quality may be found as a solution of some linear programming problem,
so the original infinite-dimensional problem is reduced to a certain finite-dimensional one.