On General Case of Universal Hypothesis Optimal Testing for L ≥ 2 Differently Distributed for Markov Chains
نویسندگان
1 Department of Mathematics, Payame Noor University, Tehran, Iran.
2 Department of Statistics, Payame Noor University, Tehran, Iran.
doi
10.22034/jsmta.2023.18808.1061چکیده
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.
