Zur Approximation von Maximintests

Conference paper
Part of the Proceedings in Operations Research book series (ORP, volume 1973)


It is well known that the problem to obtain a maximin size- α test Φ* can be formulated as an infinite linear programming problem, if the sample space or the parameter space is not finite. To approximate Φ* a series of finite linear programming problems is constructed such that its solution is feasable for the infinite problem and you can get an upper bound for the distance to an optimal solution.


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  1. Krafft und Wittings: Optimale Tests und ungünstigste Verteilungen. Z.Wahrscheinlichkeitstheorie verw. Geb. 7 289–302 (1967)CrossRefGoogle Scholar
  2. Wittings: Mathematische Statistik. Eine Einführung in Theorie und Methoden, Stuttgart: Teubner 1966Google Scholar

Copyright information

© Physica-Verlag, Rudolf Liebing KG, Würzburg 1974

Authors and Affiliations

  1. 1.KarlsruheDeutschland

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