On Special Case of Multiple Hypotheses Optimal Testing for Three Differently Distributed Random Variables

2000 Mathematics Subject Classification: 62P30.

In this paper by using theory of large deviation techniques (LDT), the problem of hypotheses testing for three random variables having different distributions from three possible distributions is solved. Hypotheses identification for two objects having different distributions from two given probability distributions was examined by Ahlswewde and Haroutunian. We noticed Sanov's theorem and its applications in hypotheses testing.