Error Exponents of Mismatched Likelihood Ratio Testing
Information Theory
2020-01-14 v1 math.IT
Abstract
We study the problem of mismatched likelihood ratio test. We analyze the type-\RNum{1} and \RNum{2} 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.
Keywords
Cite
@article{arxiv.2001.03917,
title = {Error Exponents of Mismatched Likelihood Ratio Testing},
author = {Parham Boroumand and Albert Guillen i Fabregas},
journal= {arXiv preprint arXiv:2001.03917},
year = {2020}
}