A note on the robust hypothesis testing was presented. The hypothesis testing procedure introduced was based on an independent sample drawn from a certain density. The procedure detects which of k nominal densities were the true density closest to, under the total variation distance. Results obtained the density-free uniform exponential bound for the probability of false detection.
- Robust detection
- Robust hypotheses testing
ASJC Scopus subject areas
- Information Systems
- Computer Science Applications
- Library and Information Sciences