Abstract: We study the problem of mismatched binary hypothesis testing between i.i.d. distributions. We analyze the tradeoff between the pairwise error probability ...
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Andrew Bloomenthal has 20+ years of editorial experience as a financial journalist and as a financial services marketing writer. David Kindness is a Certified Public Accountant (CPA) and an expert in ...
Abstract: We propose a saddlepoint approximation of the error probability of a binary hypothesis test between two i.i.d. distributions. The approximation is accurate ...