Hypothesis Testing in a Rayleigh Diffusion Model

Hypothesis Testing in a Rayleigh Diffusion Model
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DOI:
10.1080/03610926.2012.677089
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发表时间:
2014-05
期刊:
Communications in Statistics - Theory and Methods
影响因子:
--
通讯作者:
Nenghui Kuang;F. Gao
Nenghui Kuang;F. Gao
中科院分区:
其他
文献类型:
--
作者:
Nenghui Kuang;F. Gao

文献摘要

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利用瑞利扩散模型对数似然比的大、中偏差,给出了测试瑞利扩散模型的负区域,并得到了误差概率的衰减率。
Applying the large and moderate deviations for the log-likelihood ratio of the Rayleigh diffusion model, we give the negative regions in testing Rayleigh diffusion model and obtain the decay rates of the error probabilities.