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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Maksim Savelov
Extremal Characteristics of Interval Criteria
Mathematics and Mathematical Physics
(Master’s programme)
2016
We consider a class of extremal problems for multiple hypothesis testing with set-valued decisions and given total variation distances between hypotheses. The quality of a test is measured by an arbitrary piecewise linear continuous function of the error probabilities. We show that the extremal value of the test quality may be found as a solution of some linear programming problem, so the original infinite-dimensional problem is reduced to a certain finite-dimensional one.

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