| Paper ID | D1-S3-T3.3 |
| Paper Title |
Error Exponent Sensitivity of Sequential Probability Ratio Testing |
| Authors |
Parham Boroumand, Albert Guillen i Fabregas, University of Cambridge, United Kingdom |
| Session |
D1-S3-T3: Sequential Hypothesis Testing |
| Chaired Session: |
Monday, 12 July, 22:40 - 23:00 |
| Engagement Session: |
Monday, 12 July, 23:00 - 23:20 |
| Abstract |
We study mismatched sequential hypothesis testing. We analyze the type-I and type-II error exponents when the actual distributions generating the observation are different from those used in the test. We derive the worst-case error exponents when the actual distributions generating the data are within a relative entropy ball of the test distributions and show the error exponent sensitivity of the test for small relative entropy balls.
|
