On Neyman-Pearson Principle in Multiple Hypotheses Testing

Authors

  • Evgueni A. Haroutunian Institute for Informatics and Automation Problems of NAS RA
  • Parandzem M. Hakobyan Institute for Informatics and Automation Problems of NAS RA

Keywords:

Multiple hypotheses, Optimal statistical test, Error probability, Neyman-Pearson Lemma

Abstract

The aim of this paper is to newly generalize the classical Neyman-Pearson Lemma to the case of more than two simple hypotheses.

References

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Published

2021-12-10

How to Cite

Haroutunian, E. A., & Hakobyan, P. M. (2021). On Neyman-Pearson Principle in Multiple Hypotheses Testing. Mathematical Problems of Computer Science, 40, 34–38. Retrieved from http://mpcs.sci.am/index.php/mpcs/article/view/307

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