Robust Hypothesis Testing with Band Models for the Probability Densities.

Abstract

Huber's robust probability ratio test for classes of density functions described by contamination and bounded total-variation models are extended for band-models for the densities. A connection between the least favorable (risk) pair of densities and distance-measure based robustness is made explicit. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1979
Accession Number
ADA080186

Entities

People

  • Saleem A. Kassam

Organizations

  • Moore School of Electrical Engineering

Tags

DTIC Thesaurus Topics

  • Air Force
  • Contamination
  • Equations
  • Filters
  • Filtration
  • Hypotheses
  • Pennsylvania
  • Probability
  • Probability Density Functions
  • Scientific Research
  • Security

Fields of Study

  • Mathematics

Readers

  • Statistical inference.