Details

Autor(en) / Beteiligte

• Yen-Wei Huang
• Moulin, Pierre

Titel

Strong large deviations for composite hypothesis testing

Ist Teil von

• 2014 IEEE International Symposium on Information Theory, 2014, p.556-560

Ort / Verlag

IEEE

Erscheinungsjahr

2014

Quelle

IEEE Electronic Library Online

Beschreibungen/Notizen

• A simple hypothesis P is tested against a composite hypothesis ℚ j , j ∈ {1,2, ...,k}, each ℚ j 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.