A Note on Error Probabilities of the Likelihood Ratio Test Based on Transport Inequalities
In this paper, by transport inequality theory, we obtain sharp and explicit upper bounds for any finite sample size \(n\ge 1\) on two types of error probabilities of the likelihood ratio tests about two-distribution hypotheses and one-sided parametric hypotheses.
KeywordsError probability Likelihood ratio test Finite sample Transport inequality
Mathematics Subject Classification60E15 62F03
The authors thank the referee and National Natural Science Foundation of China (No.11601170).