Variational formulas for the power of the binary hypothesis testing problem with applications

نویسندگان

  • Nir Elkayam
  • Meir Feder
چکیده

Two variational formulas for the power of the binary hypothesis testing problem are derived. The first is given as the Legendre transform of a certain function and the second, induced from the first, is given in terms of the Cumulative Distribution Function (CDF) of the log-likelihood ratio. One application of the first formula is an upper bound on the power of the binary hypothesis testing problem in terms of the Rényi divergence. The second formula provide a general framework for proving asymptotic and non-asymptotic expressions for the power of the test utilizing corresponding expressions for the CDF of the log-likelihood. The framework is demonstrated in the central limit regime (i.e., for non-vanishing type I error) and in the large deviations regime.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bifurcation in a variational problem on a surface with a constraint

We describe a variational problem on a surface under a constraintof geometrical character. Necessary and sufficient conditions for the existence ofbifurcation points are provided. In local coordinates the problem corresponds toa quasilinear elliptic boundary value problem. The problem can be consideredas a physical model for several applications referring to continuum medium andmembranes.

متن کامل

Optimal Control of Hand, Foot and Mouth Disease Model using Variational Iteration Method

In this paper, the optimal control of transmission dynamics of hand, foot and mouth disease (HFMD), formulated by a compartmental deterministic SEIPR (Susceptible-Incubation (Exposed)- Infected - Post infection virus shedding - Recovered) model with vaccination and treatment as control parameters is considered. The objective function is based on the combination of minimizing the number of infec...

متن کامل

A variational approach to the problem of oscillations of an elastic half cylinder

This paper is devoted to the spectral theory (more precisely, tothe variational theory of the spectrum) of guided waves in anelastic half cylinder.  We use variational methods to investigateseveral aspects of propagating waves, including localization (seeFigure 1), existence criteria and the formulas to find them. Weapproach the problem using two complementary methods: Thevariational methods fo...

متن کامل

HYPOTHESIS TESTING FOR AN EXCHANGEABLE NORMAL DISTRIBUTION

Consider an exchangeable normal vector with parameters ????2, and ?. On the basis of a vector observation some tests about these parameters are found and their properties are discussed. A simulation study for these tests and a few nonparametric tests are presented. Some advantages and disadvantages of these tests are discussed and a few applications are given.

متن کامل

Modified signed log-likelihood test for the coefficient of variation of an inverse Gaussian population

In this paper, we consider the problem of two sided hypothesis testing for the parameter of coefficient of variation of an inverse Gaussian population. An approach used here is the modified signed log-likelihood ratio (MSLR) method which is the modification of traditional signed log-likelihood ratio test. Previous works show that this proposed method has third-order accuracy whereas the traditi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/1601.06810  شماره 

صفحات  -

تاریخ انتشار 2016