Optimality of the extended coincidence-based test with nonzero doubleton weight

From papers

Let Sn+S_n^{*+} be the test statistic defined by adding weighted counts of symbols appearing more than once to the coincidence-based statistic, with finite cutoff lˉ\bar{l}. The corresponding test is

ϕ+(\protect\boldmathZ1)=I{Sn+Ep[Sn+]τn}.\phi^{{*+}}({\text{\protect\boldmath$Z$}}_1)=\mathbb{I}\{S_n^{*+}-{\sf E}_{p}[S_n^{*+}] \geq \tau_n\}.

Extended-test optimality conjecture. If Sn+S_n^{*+} satisfies lˉ<\bar{l}<\infty, v2>2v_2>-2, and vl0v_l\geq 0 for all 3llˉ3\leq l\leq\bar{l}, then the test is optimal in terms of the generalized error exponent. The preceding theorem proves the analogous result when v2=0v_2=0 and the weights for l3l\geq3 are nonnegative; the conjecture concerns the case v20v_2\neq0 and would establish optimality for a broader family of coincidence-based tests.

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Sources & referencesView supporting material

Primary source

Dayu Huang and Sean Meyn, “Generalized Error Exponents For Small Sample Universal Hypothesis Testing”, arXiv:1204.1563 (2014).

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