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Statistics
A Journal of Theoretical and Applied Statistics
Volume 17, 1986 - Issue 4
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Original Articles

On extension of the neyman-peabson lemma for capacities to dependent random variables

Pages 549-556 | Received 01 Sep 1985, Published online: 04 Mar 2011

References

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  • Bednarski , T. 1985 . On minimum bias and variance estimation for parametric models with shrinking contamination . Probability and Mathematical Statistics , 16
  • Hail , P. and HEYDE , C.c. 1980 . Martingale Limit Theory and Its Applications , Academic Press .
  • Hubeb , J.J. and STBASSEN , V. 1973 . Minimax tests and the Neyman-Pearson lemma for capacities . Ann. Statistics , 1 : 251 – 263 .
  • Nevetj , J. 1965 . Mathematical Foundations of the Calculus of Probability , Holden-Day Inc .
  • Riedeb , H. 1977 . Least favourable pairs for special capacities . Ann. Statist , 5 : 909 – 921 .
  • Riedeb , H. 1978 . A robust asymptotic testing model . Ann. Statist , 6 : 1080 – 1094 .
  • Ostebbeicheb , F. 1978 . On the dimensioning of tests for composite hypotheses and not necessarily independent observations . Problems of Control and Information Theory , 7 : 333 – 343 .

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