The paper studies the Generalized Neyman-Pearson problem where both hypotheses are described by interval probability. First the Huber-Strassen theorem and the literature based on it is reviewed. Then some recent results are presented indicating that the restrictive assumption of C-probability (two monotonicity) underlying all that work can be overcome in favor of considering general interval probability in sense of Weichselberger.
Keywords. Interval probability, F-probability, capacities, Neyman-Pearson testing, Huber-Strassen theorem, generalized neighborhood models, least favorable pseudo-capacities
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Dr. Thomas Augustin
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