Optimal Testing Error Probability Three Differently Distributed type
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Serdica Mathematical Journal, Vol. 37, No 1, (2011), 79p-86p
In this paper by using theory of large deviation techniques (LDT), the problem of hypotheses testing for three random variables having different distributions from three possible distributions is solved. Hypotheses identification for two objects having different distributions from two given probability distributions was examined by Ahlswewde and Haroutunian. We noticed Sanov's theorem and its applications in hypotheses testing.