Large and moderate deviations in testing Rayleigh diffusion model

被引：5

作者：

Kuang, Nenghui ^{[1
,2
]}

Xie, Huantian ^{[2
,3
]}

机构：

[1] Hunan Univ Sci & Technol, Sch Math & Comp Sci, Xiangtan 411201, Hunan, Peoples R China

[2] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Peoples R China

[3] Linyi Univ, Sch Sci, Linyi 276005, Shandong, Peoples R China

来源：

STATISTICAL PAPERS | 2013年 / 54卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Hypothesis testing; Rayleigh diffusion; Large deviations; Moderate deviations; Log-likelihood ratio process; LIKELIHOOD RATIO TESTS;

D O I：

10.1007/s00362-012-0450-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper studies hypothesis testing in Rayleigh diffusion processes. With the help of large and moderate deviations for the log-likelihood ratio process, we give the negative regions and obtain the decay rates of the error probabilities.

引用

页码：591 / 603

页数：13

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