Abstract
For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ 2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.
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Original Russian Text © M.S. Ermakov, 2008, published in Problemy Peredachi Informatsii, 2008, Vol. 44, No. 2, pp. 54–74.
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Ermakov, M.S. Nonparametric hypothesis testing with small type I or type II error probabilities. Probl Inf Transm 44, 119–137 (2008). https://doi.org/10.1134/S0032946008020051
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DOI: https://doi.org/10.1134/S0032946008020051