2020/01/12 by Parham Boroumand, Boroumand, Parham, Albert Guillen i Fabregas +1 · 1 citation
Computer Science · Mathematics · #FOS: Computer and information sciences #Information Theory (cs.IT) #cs.IT #math.IT
paper · pdf · doi:10.48550/arxiv.2001.03917
arxiv created 2020/01/12 · arxiv updated 2020/01/14
We study the problem of mismatched likelihood ratio test. We analyze the type-\RNum1 and \RNum2 error exponents when the actual distributions generating the observation are different from the distributions used in the test. We derive the worst-case error exponents when the actual distributions generating the data are within a relative entropy ball of the test distributions. In addition, we study the sensitivity of the test for small relative entropy balls.