On General Case of Universal Hypothesis Optimal Testing for L ≥ 2 Differently Distributed for Markov Chains

Document Type : Original Scientific Paper

Authors

1 Department of Statistics, Payame Noor University, Tehran, Iran

2 Department of Mathematics‎, ‎Payame Noor University‎, ‎Tehran‎, ‎Iran

Abstract

In this paper‎, ‎we study a model of hypotheses testing consisting of two simple homogeneous stationary Markov chains with a finite number of states such that having different distributions from L≥ 2 possible transition probabilities‎. ‎The matrix of all possible pairs of asymptotical interdependence of the error probability exponents for logarithmically asymptotically optimal testing is determined‎. ‎For this aim‎, ‎we apply the method of type and large deviation techniques.

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