Error Exponents of Mismatched Likelihood Ratio Testing

01/12/2020

∙

by   Parham Boroumand, et al.

∙

0

∙

share

We study the problem of mismatched likelihood ratio test. We analyze the type-1 and 2 error exponents when the actual distributions generating the observation are different from the distributions 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. In addition, we study the sensitivity of the test for small relative entropy balls.