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Series Statistics Volume 8, 1977 - Issue 3
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Original Articles

A genearalization of a result of chernoff in large sample theory

D. Plachky Institut für Mathematische Statistik, Universität Munster, Roxeler Str. 64, Münster, D44, BRD
&
J. Steinebach Institut für Statistik und Dokumentation, Universität Dusseldorf, Universitäts-str.1, Düsscldorf, D4
Pages 375-379 | Received 01 Jun 1975, Published online: 27 Jun 2007
 
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Abstract

A wellknown result of CHERNOFF on the convergence rate of the 2nd kind error in testing two simple hypotheses is generalized to the case of finite hypotheses by help of methods of linear programming and the asymptotic behaviour of the corresponding least favourable distribution is investigated.

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