Optimality of the extended coincidence-based test with nonzero doubleton weight
Optimality of the extended coincidence-based test with nonzero doubleton weight
Let be the test statistic defined by adding weighted counts of symbols appearing more than once to the coincidence-based statistic, with finite cutoff . The corresponding test is
Extended-test optimality conjecture. If satisfies , , and for all , then the test is optimal in terms of the generalized error exponent. The preceding theorem proves the analogous result when and the weights for are nonnegative; the conjecture concerns the case 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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