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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2008 Volume 44, Issue 2, Pages 54–74 (Mi ppi1271)

This article is cited in 2 papers

Methods of Signal Processing

Nonparametric Hypothesis Testing with Small Type I or Type II Error Probabilities

M. S. Ermakov

Institute of Problems of Mechanical Engineering, Russian Academy of Sciences

Abstract: For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the $\chi^2$ type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.

UDC: 621.391.1:519.2

Received: 13.06.2007
Revised: 13.03.2008


 English version:
Problems of Information Transmission, 2008, 44:2, 119–137

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