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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2004 Volume 320, Pages 129–149 (Mi znsl602)

Correct discrimination of the Gaussian hypotheses II

V. A. Rovsky

Saint-Petersburg State University

Abstract: For a pair of equivalent Gaussian distributions a notion of their correct discrimination is introduced, which means the existence of a continuous version of their likelyhood ratio on some Hilbert support of these measures. Not every pair of equivalent Gaussian measures can be correctly discriminated.

UDC: 519.21

Received: 25.12.2004



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