Consistent Criteria in Metric Space Z.Zerakidze, M.Mumladze, L. Eliauri, L. Aleksidze Gori univetsity [email protected], [email protected], [email protected], [email protected] Abstract - In this paper, we propose the consistent criteria of hypothesis verification with zero probability of an errors of any kind. We prove necessary and sufficient conditions for the existence such consistent criteria in metric space. Key words: consistent criteria, metric space, measure. Let ( E , S ) be a measurable sample space with a given family of probability measures { h , h H } where H is a set of hypotheses. Let (H ) is a - algebra which contains Definition all 1. The H subsets of . of probability measures finite family { h , h H } will be said to admit a consistent criterion of which on these measures are focused (gathered). Suppose the contrary, the measures (1) what were disjoint F1 , F2 and measures i ( F j ) 0, i j , closed sets have disjoint Note 1. If such that at i j. mistake is of the i kind, if criterion we say that the H i hypothesis is repudiated when it is true. measure so that open set and assume that k ( E F ) i ( Fi U ) 0 , if Fi U is not empty, then we 1 is true for almost all h , but then and Fn , n 1,2,... such increasing sequence of sets that F H \ Fn . For each n , we can specify a pair n En , En E Definition 3. The following probability i is called the probability of mistake of the i kind criterion. Note 2. If the family of probability measures { h , h H ) admits a consistent criterion of hypotheses, so the probability of mistakes of all kind will be zero. Let F1 , F2 H are two closed disjoint sets and , respectively, for the measures: i closed sets, such that: n h ( E F ) 1, h F , h ( E F ) 0, h F . So, for each closed F H there exists a closed set E F , so that E and H be a complete metric space, : ( E , S ) ( H , B( H )) is continuous consistent F ( A) h ( A) i (dh), i 1,2 of E F En . It is clear that F is a closed set and Let 1 , 2 measures focused(gathered) on F1 , F2 , h ( E n ) 1, h F ; h ( E n ) 1, h Fn ; E n E n i ( ) h ( x : ( x) hi ) criterion. If i by the continuity k from above. Let F H a closed set, hypothesis. Definition 2. For given Choosing the U H an y {x : ( x) hk } , then we receive hk carriers: E Fi E , i 1,2; Fi ( F j ) 0 hypotheses if there exist even though one measurable map of the space ( E , S ) in ( H , B( H )) h ( x : ( x) h) 1, h H . closed h ( E F ) F ( h) where F (h) , (2) the indicator of set F . Use this result, we investigate the existence of a continuous consistent criteria. Theorem: In order for a family { h , h H } of measures on complete separable metric space ( E , S ) , where H is a (1) Fi then there are two disjoint closed sets E F1 , E F2 E , complete metric space, necessary and sufficient condition for exist once of continuous consistent criterion is, that measures (1) for any disjoint closed sets F1 , F2 H have disjoint closed supports. Proof: The necessity of the theorem established above. In order to prove of sufficient of the condition use (2). Denote also by the minimal closed set for which have place EF (2). It is obtained from B E for whom that each set F E F by throw out all balls k ( B) 0, h F . If we assume, corresponds set E , then F F1 F2 (so far as ). E E E F1 F2 F2 E F1 E F2 and will be k If xi E hi and xi x0 then hi it has no limit points. Indeed, if hi h0 and h0 - an interior point in U k(mm)1 , then Ehi U k(mm11) , for sufficiently large i Ehi Ek(mm11) , xi Ek(mm11) , x0 lim xi Ek(mm11) . hk( m ) U k( m ) Let If F F , then E coincides with the closure of F n E Fn F1 F2 and E F E F . 1 ( x) h0 for x Eh \ E 2 n 1 net in H . Than H U k(n ) and every point h is inner although bi to one (n) that the prototype of U k . Therefore, for (V ) E 1 where h0 - an for all k and n (n ) is E k every (n) k open , set V we (x) consequently have is U k( n ) V measurable. Further 1 (H \ V ) (E H \ E k( n ) ) . U k( n ) V k ( n 1) Suppose also, that for every U k (n) there is U k U k( n 1) E F(n ) a closed set in E , corresponding to (n) set U k . Eh be the corresponding to one-point set {h} It is easy, to see that for each closed set F have place a E E F is a closure for defined by equality h . Let (x) is hF ( x) h , when x Eh . The map defined on a dense set in E H . We extend it to E H \ E n there is k if x E k (n ) , that If H \V F , This means 1 ( F ) and E F E , then hF E F when U k( n ) V . 1 ( F ) E F . Since h (n) then E k contain a dense subset E F is dense in 1 ( F ) and hence E F = 1 ( F ) . The theorem is proved. REFERENCE h hF . If, for some , arbitrary fixed value. From the construction (x) it follows of the sets U ( n ) . correspondence: (1) k 2 Denote with U ( n ) , K 1,2,... family of closed bolls of k Let point. Assuming k n . We denote by arbitrary ( x0 ) hk( m ) , we define (x) for all x E k(1) . Finally, radius 2 n , which centers formed an k E F1 F2 E F1 E F2 . Obviously, that x0 E k(mn ) , x0 E k( m1) . , then x Ek(nn ) , where k n a sequence of natural numbers. Let [1]. A. Borovkov Mathematical statistic. Moscow. 1984. pp. 100-140. (in Russian) [2]. I.A. Ibramkhalilov, A. Skorokhod Consistent estimates of parameters of random processes. Kiev. 1980. pp. 58-70. (in Russian) n us assume ( x) h , where h U k(nn ) .This n intersection is not empty because E (n) kn is non-empty n and consists for a single point by the completeness of the space. Suppose, that for some m , [3]. Z. Zerakidze On consistent estimators for families probability measures. 5-th Japan USSR Symposium on probability theory.Kyoto. 1986. pp. 61-63.
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