• DocumentCode
    771821
  • Title

    A note on robust hypothesis testing

  • Author

    Devroye, Luc ; Györfi, László ; Lugosi, Gábor

  • Author_Institution
    Sch. of Comput. Sci., McGill Univ., Montreal, Que., Canada
  • Volume
    48
  • Issue
    7
  • fYear
    2002
  • fDate
    7/1/2002 12:00:00 AM
  • Firstpage
    2111
  • Lastpage
    2114
  • Abstract
    We introduce a simple new hypothesis testing procedure, which, based on an independent sample drawn from a certain density, detects which of k nominal densities is the true density closest to, under the total variation (L1) distance. We obtain a density-free uniform exponential bound for the probability of false detection
  • Keywords
    error statistics; signal detection; density-free uniform exponential bound; error probability; false detection probability; independent sample; nominal densities; robust detection; robust hypothesis testing; total variation distance; Bayesian methods; Clutter; Lagrangian functions; Quantization; Radar detection; Robustness; Sensor fusion; Signal detection; Signal processing algorithms; Testing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2002.1013154
  • Filename
    1013154