Hypothesis Testing in a Rayleigh Diffusion Model

Abstract

Applying the large and moderate deviations for the log-likelihood ratio of the Rayleigh diffusion model, we give the negative regions in testing Rayleigh diffusion model and obtain the decay rates of the error probabilities.

Keywords:

• Hypothesis testing
• Rayleigh diffusion
• Large deviations
• Moderate deviations
• Log-likelihood ratio process.

Mathematics Subject Classification:

• 60F10
• 62M02.