BEJ249 10.3150/10-BEJ249 BEJ0906-005 16 Testing Composite Hypotheses via Convex Duality Birgit Rudloff Princeton University brudloff@princeton.edu Ioannis Karatzas Columbia University ik@math.columbia.edu http://www.e-publications.org/ims/submission/index.php/BEJ/user/submissionFile/5361?confirm=c274bae8