A note on robust hypothesis testing

Luc Devroye, László Györfi, Gábor Lugosi

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)2111-2114
Number of pages4
JournalIEEE Transactions on Information Theory
Volume48
Issue number7
DOIs
Publication statusPublished - Jul 1 2002

Keywords

  • Robust detection
  • Robust hypotheses testing

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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