On the Estimates of Error Probabilities of Hypothesis Testing Problem in the Case of Markov Sample
Xiaomin Zhang · Mathematica Applicata · 2008
Statistical inference problem about dependent sample such as the most powerful test based on Markov sample is researched in this paper,and Neyman-Pearson lemma in this case is given.Moreover,when the sample content is large sufficiently,exact estimates of two classes of error probabilities are given by using large deviations techniques.