Hypothesis Testing in a Rayleigh Diffusion Model

Nenghui Kuang and Fuqing Gao

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 9, 1907-1917

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.

Date: 2014
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DOI: 10.1080/03610926.2012.677089

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