DocumentCode :
1779667
Title :
Strong large deviations for composite hypothesis testing
Author :
Yen-Wei Huang ; Moulin, Philippe
Author_Institution :
Microsoft Corp., Redmond, WA, USA
fYear :
2014
fDate :
June 29 2014-July 4 2014
Firstpage :
556
Lastpage :
560
Abstract :
A simple hypothesis P is tested against a composite hypothesis ℚj, j ∈ {1,2, ...,k}, each ℚj being a product of n probability distributions. We consider the set of achievable false-positive error probability vectors for a generalized Neyman-Pearson test under a constraint on the probability of correct detection under P. Exact asymptotics (as n → ∞) are derived for this set, in particular the set is determined within an O(1) term.
Keywords :
error statistics; probability; signal processing; composite hypothesis testing; false-positive error probability vectors; generalized Neyman-Pearson test; probability distributions; statistical signal processing; Covariance matrices; Error probability; Information theory; Silicon; Testing; Tin; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory (ISIT), 2014 IEEE International Symposium on
Conference_Location :
Honolulu, HI
Type :
conf
DOI :
10.1109/ISIT.2014.6874894
Filename :
6874894
Link To Document :
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