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Nonparametric hypothesis testing with small type I or type II error probabilities

Research paper by M. S. Ermakov

Indexed on: 11 Jul '08Published on: 11 Jul '08Published in: Problems of Information Transmission



Abstract

For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.