Minimax Robust Hypothesis Testing
نویسندگان
چکیده
منابع مشابه
Asymptotically Minimax Robust Hypothesis Testing
The design of asymptotically minimax robust hypothesis testing is formalized for the Bayesian and Neyman-Pearson tests of Type I and II. The uncertainty classes based on the KL-divergence, αdivergence, symmetrized α-divergence, total variation distance, as well as the band model, moment classes and p-point classes are considered. It is shown with a counterexample that minimax robust tests do no...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2017
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2017.2693198