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  5. Robust Hypothesis Testing without A Symmetry Assumption of Nominal Densities under A Relative Entrop

Robust Hypothesis Testing without A Symmetry Assumption of Nominal Densities under A Relative Entrop

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：linuxlovermm5
【摘 要】
：
We considers the open problem about a binary minimax test,where the nominal likelihood ratio is a monotone nondecreasing function and the actual probability densities of the observations are located i
【作 者】
：
Song Enbin 
【机 构】
：
Sichuan Univ.
【出 处】
：
第八届工业与应用数学国际大会
【发表日期】
：
2015年5期
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　　We considers the open problem about a binary minimax test,where the nominal likelihood ratio is a monotone nondecreasing function and the actual probability densities of the observations are located in neighborhoods characterized by placing a bound on the relative entropy between actual and nominal densities.
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