Minimax-Optimal Hypothesis Testing With Estimation-Dependent Costs

@article{Jajamovich2012MinimaxOptimalHT,
  title={Minimax-Optimal Hypothesis Testing With Estimation-Dependent Costs},
  author={Guido H. Jajamovich and Ali Tajer and Xiaodong Wang},
  journal={IEEE Transactions on Signal Processing},
  year={2012},
  volume={60},
  pages={6151-6165}
}
This paper introduces a novel framework for hypothesis testing in the presence of unknown parameters. The objective is to decide between two hypotheses, where each one involves unknown parameters that are of interest to be estimated. The existing approaches on detection and estimation place the primary emphasis on the detection part by solving this part optimally and treating the estimation part suboptimally. The proposed framework, in contrast, treats both problems simultaneously and in a… CONTINUE READING

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