Paper #505

Títol:

A note on robust detection

Autors:

Luc Devroye, László Györfi i Gábor Lugosi

Data:

Agost 2000

Resum:

We introduce a simple new hypothesis testing procedure, which, based on an independent sample drawn from a certain density, detects which of $k$ nominal densities is the true density is closest to, under the total variation (L_{1}) distance. We obtain a density-free uniform exponential bound for the probability of false detection.

Paraules clau:

Robust detection, hypotheses testing

Codis JEL:

C13, C14

Àrea de Recerca:

Estadística, Econometria i Mètodes Quantitatius

Publicat a:

IEEE Transactions on Information Theory, vol. 48, pp.2111--2114, 2002

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