On General Case of Universal Hypothesis Optimal Testing for L ≥ 2 Differently Distributed for Markov Chains

Author(s):

Reza Akbari * , Leader Navaei

Message:
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
In this paper‎, ‎we study a model of hypotheses testing consisting of two simple homogeneous stationary Markov chains with a finite number of states such that having different distributions from L≥ 2 possible transition probabilities‎. ‎The matrix of all possible pairs of asymptotical interdependence of the error probability exponents for logarithmically asymptotically optimal testing is determined‎. ‎For this aim‎, ‎we apply the method of type and large deviation techniques.
Keywords:

Different distribution , Error probability , Markov chains , Reliability , Transition probability

Language:
English
Published:
Journal of Statistical Modelling: Theory and Applications, Volume:3 Issue: 1, Winter and Spring 2022
Pages:
51 to 60
https://www.magiran.com/p2559681