Publishing house Radiotekhnika

"Publishing house Radiotekhnika":
scientific and technical literature.
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The problem of selection between two alternatives is considered basing on observations of n-dimensional independent sample provided that nothing is know about probability distribution of values of the first alternative apart from monotonous character of likelihood ratio of this and zero alternatives. Probability distribution for the zero alternative may be known as well as unknown provided that п-dimensional learning sample is available. The optimum algorithm is found that yields minimax of the probability of the second type error provided that the level of probability of the first type error is fixed, as well as the value of this minimax prob­ability of second type error, which is defined by the simplest characteristic of unknown distribution, the least and the most favorable type of the last one. A comparison was carried out with effectiveness of the algorithm being optimum if there is no a priori uncertainty, stability of this algorithm was evaluated provided that a priory uncertainty takes place.



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