RT Conference Proceedings
T1 Second-order asymptotics of Hoeffding-like hypothesis tests
A1 Kallumadatil Velluva, Harsha
A1 Ravikumaran Nair, Jithin
A1 Koch, Tobias Mirco
AB We consider a binary statistical hypothesis testing problem, where n independent and identically distributed random variables Z^n are either distributed according to the none hypothesis P or the alternate hypothesis Q, and only P is known. For this problem, a well-known test is the Hoeffding test, which accepts P if the Kullback-Leibler (KL) divergence between the empirical distribution of Z^n and P is below some threshold. In this paper, we consider Hoeffding-like tests, where the KL divergence is replaced by other divergences, and characterize, for a large class of divergences, the first and second-order terms of the type-II error for a fixed type-I error. Since the considered class includes the KL divergence, we obtain the second-order term of the Hoeffding test as a special case.
PB IEEE
SN 978-1-6654-8341-4
YR 2022
FD 2022-11-01
LK https://hdl.handle.net/10016/36612
UL https://hdl.handle.net/10016/36612
LA eng
NO Proceedings of: 2022 IEEE Information Theory Workshop (ITW), 01-09 November 2022, Mumbai, India.
NO Part of this work was done while K. V. Harsha and J. Ravi were with the Universidad Carlos III de Madrid, Leganés, Spain. K. V. Harsha, J. Ravi, and T. Koch have received funding from the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (Grant No. 714161). T. Koch has further received funding from the Spanish Ministerio de Ciencia e Innovación under Grant PID2020-116683GB- C21 / AEI / 10.13039/501100011033.
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RD 17 may. 2024