A Note on Error Probabilities of the Likelihood Ratio Test Based on Transport Inequalities

Journal of the Indian Society for Probability and Statistics（2019）

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摘要

In this paper, by transport inequality theory, we obtain sharp and explicit upper bounds for any finite sample size n≥ 1 on two types of error probabilities of the likelihood ratio tests about two-distribution hypotheses and one-sided parametric hypotheses.

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关键词

Error probability,Likelihood ratio test,Finite sample,Transport inequality

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