This article is cited in 3 papers

Short Communications

On a robust version of the probability ratio test

N. M. Khalfina, L. A. Khalfin

Leningrad Department of V. A. Steklov Institute of Mathematics, USSR Academy of Sciences

Abstract: A robust version of the probability ratio test is constructed for the “contamination scheme” with the same contamination for two simple hypotheses $P_0$ and $P_1$.

Received: 05.05.1974

 English version: Theory of Probability and its Applications, 1975, 20:1, 199–202

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