Least Favorable Pairs for Special Capacities
Rieder, Helmut
Ann. Statist., Tome 5 (1977) no. 1, p. 909-921 / Harvested from Project Euclid
The least favorable pair (LFP) that Huber (1965), (1968) wrote down when he considered minimax test problems between neighborhoods of single probability measures $P_0, P_1$ defined in terms of $\varepsilon$-contamination and total variation is a canonical but only one possible choice of an LFP. We treat these neighborhoods by means of special capacities. The minimax test statistic is obtained by explicitly solving a minimization program, all LFP's are characterized by their $(P_0 + P_1)$-densities, another LFP is given explicitly. The technique is similar to that used by Huber and Strassen (1973), but is simpler and more constructive in this special situation.
Publié le : 1977-09-14
Classification:  Least favorable pairs,  minimax test problems,  $\epsilon$-contamination,  total variation,  capacity,  62G35,  62G35
@article{1176343947,
     author = {Rieder, Helmut},
     title = {Least Favorable Pairs for Special Capacities},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 909-921},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343947}
}
Rieder, Helmut. Least Favorable Pairs for Special Capacities. Ann. Statist., Tome 5 (1977) no. 1, pp.  909-921. http://gdmltest.u-ga.fr/item/1176343947/