Non-asymptotic sub-Gaussian error bounds for hypothesis testing

DOI10.1016/J.SPL.2022.109586zbMATH Open1498.60168OpenAlexW4283078189WikidataQ114130444 ScholiaQ114130444MaRDI QIDQ2170239FDOQ2170239

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the concentration of the missing mass
• Title not available (Why is that?)
• The sub-Gaussian norm of a binary random variable
• Concentration Inequalities for Statistical Inference

Cited In (3)

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

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