Moderate deviations and hypothesis testing for signal detection problem

被引:0
作者
GAO FuQing ZHAO ShouJiang School of Mathematics and StatisticsWuhan UniversityWuhan China School of ScienceChina Three Gorges UniversityYichang China [1 ,1 ,2 ,1 ,430072 ,2 ,443002 ]
机构
关键词
large deviations; moderate deviations; signal detection; hypothesis testing;
D O I
暂无
中图分类号
O212.1 [一般数理统计];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We use moderate deviations to study the signal detection problem for a diffusion model.We establish a moderate deviation principle for the log-likelihood function of the diffusion model.Then applying the moderate deviation estimates to hypothesis testing for signal detection problem we give a decision region such that its error probability of the second kind tends to zero with faster speed than the error probability of the first kind when the error probability of the first kind is approximated by e-αr(T),where α>0,r(T)=o(T) and r(T) →∞ as the observation time T goes to infinity.
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页码:2273 / 2284
页数:12
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