Accession Number:

ADA080186

Title:

Robust Hypothesis Testing with Band Models for the Probability Densities.

Descriptive Note:

Interim rept.,

Corporate Author:

MOORE SCHOOL OF ELECTRICAL ENGINEERING PHILADELPHIA PA DEPT OF SYSTEMS ENGINEERING

Personal Author(s):

Report Date:

1979-01-01

Pagination or Media Count:

12.0

Abstract:

Hubers robust probability ratio test for classes of density functions described by contamination and bounded total-variation models are extended for band-models for the densities. A connection between the least favorable risk pair of densities and distance-measure based robustness is made explicit. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE