Title :
A competitive Neyman-Pearson approach to universal hypothesis testing with applications
Author :
Levitan, Evgcny ; Merhav, Neri
Author_Institution :
Dept. of Electr. Eng., Technion-Israel Inst. of Technol., Haifa, Israel
Abstract :
A new generalization of the Neyman-Pearson approach to the problem of composite hypothesis testing is proposed. The resulting universal test is shown to be efficient in the sense of achieving exponential decay of both types of error for all values of unknown parameters, whenever such an efficient universal test exists. The best universally achievable error exponents are identified and conditions for the existence of efficient universal tests are established
Keywords :
error statistics; information theory; probability; competitive Neyman-Pearson approach; composite hypothesis testing; efficient universal tests; error exponents; exponential decay; universal hypothesis testing; unknown parameters; Economic indicators; Error probability; Information geometry; Radio frequency; Signal to noise ratio; Testing;
Conference_Titel :
Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7123-2
DOI :
10.1109/ISIT.2001.935879
