Abstract
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
The paper is available in the following formats:
Authors addresses:Dr. Thomas Augustin
E-mail addresses:
| Thomas Augustin | thomas@stat.uni-muenchen.de |
Related Web Sites