Weak Convergence Analysis of Asymptotically Optimal Hypothesis Tests

@article{Unnikrishnan2016WeakCA,
  title={Weak Convergence Analysis of Asymptotically Optimal Hypothesis Tests},
  author={Jayakrishnan Unnikrishnan and Dayu Huang},
  journal={IEEE Transactions on Information Theory},
  year={2016},
  volume={62},
  pages={4285-4299}
}
In recent years, solutions to various hypothesis testing problems in the asymptotic setting have been proposed using the results from large deviation theory. Such tests are optimal in terms of appropriately defined error exponents. For the practitioner, however, error probabilities in the finite sample size setting are more important. In this paper, we show how results on weak convergence of the test statistic can be used to obtain better approximations for the error probabilities in the finite… CONTINUE READING
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Asymptotically optimal tests for multinomial distributions

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Highly Influential
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