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FIRST INTERNATIONAL
SYMPOSIUM ON

IMPRECISE PROBABILITIES AND THEIR APPLICATIONS

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Ghent, Belgium

30 June - 2 July 1999

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** ELECTRONIC PROCEEDINGS **

## Thomas Augustin

# Globally Least Favorable Pairs and Neyman-Pearson Testing under Interval Probability

** 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

Department of Statistics

Ludwig Maximilians University

Akademiestr. 1

D 80799 M"unchen

** E-mail addresses: **

** Related Web Sites **

Thomas Augustin

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