DocumentCode :
932853
Title :
Robust hypothesis testing for bounded classes of probability densities (Corresp.)
Author :
Kassam, Saleem A.
Volume :
27
Issue :
2
fYear :
1981
fDate :
3/1/1981 12:00:00 AM
Firstpage :
242
Lastpage :
247
Abstract :
Least favorable pairs of probability density functions and robust tests are obtained for classes of density functions specified as bands with upper and lower bounds. The results are shown to extend Huber\´s solution for the 
-contaminated classes, which is contained as a special case. A minimum-distance property of the least favorable density pair is also made explicit.
-contaminated classes, which is contained as a special case. A minimum-distance property of the least favorable density pair is also made explicit.Keywords :
Decision procedures; Probability functions; Density functional theory; Mean square error methods; Probability density function; Recursive estimation; Robustness; Smoothing methods; Testing;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1981.1056314
Filename :
1056314
Link To Document :
