Parandzem_Aram_Harourounian.DVI


Mathematical Problems of Computer Science 35, 77{85, 2011.

M any H ypotheses LAO T esting With Rejection of

Decision for Ar bitr ar ily Var ying Object

E vg u e n i H a r o u t u n ia n , P a r a n d z e m H a ko b ya n a n d A r a m Y e s s a ya n

Institute for Informatics and Automation Problems of NAS of RA

e-mail: evhar@ipia.sci.am, par h@ipia.sci.am

Abstract

The model of multiple statistical hypotheses testing with possibility rejecting to
make choices between hypotheses concerning discrete arbitrarily varying object is in-
vestigated. The optimal procedure of decisions is shown. The matrix of optimal asymp-
totical interdependencies (reliability{reliability functions) of all possible pairs of the
error probability exponents (reliabilities) is studied for arbitrarily varying object with
the current states sequence known to the statistician.

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