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.
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页码：591 / 603
页数：13
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