Non-asymptotic sub-Gaussian error bounds for hypothesis testing

DOI10.1016/J.SPL.2022.109586MaRDI QIDQ2170239zbMATH OpenOpenAlexWikidataFDO

Authors Yan-peng Li, Boping Tian

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109586

zbMATH Keywords

KL divergencesub-GaussianFano's inequalityPinsker's bound

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Information theory (general) (94A15) Sums of independent random variables; random walks (60G50)

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Cites work

• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 2038320 (Why is no real title available?)
• scientific article; zbMATH DE number 7434519 (Why is no real title available?)
• Concentration inequalities for statistical inference
• On the concentration of the missing mass
• The sub-Gaussian norm of a binary random variable

Cited in

(3)

• Asymptotic analysis of error probabilities for the nonzero-mean Gaussian hypothesis testing problem
• A New Lower Bound for Multiple Hypothesis Testing
• Hypothesis testing with multiterminal data compression

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