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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 4, Pages 741–746 (Mi tvp763)

This article is cited in 3 papers

Short Communications

On the distribution of the statistic of the most powerful test in compound Markov chains

P. F. Belyaev

Moscow

Abstract: The paper deals with a sequence of outcomes realized after $n$ tests, connected into a compound Markov chain of order $s-1$ with $k$ states and with the transition probabilities of the form $1/k+\alpha/k\varphi(k)$ where $\varphi(k)$ as $k\to\infty$ and $|\alpha|<C$.
The statistic of the most powerful test for two simple hypotheses concerning the values of $\alpha$ is considered and some asymptotic properties of this statistic are studied as $n$, $k\to\infty$.

Received: 07.06.1966


 English version:
Theory of Probability and its Applications, 1967, 12:4, 678–682

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