Summary
The 2018 International Symposium on Information Theory and Its Applications (ISITA2018)
2018
Session Number:We-PM-2-3
Session:
Number:We-PM-2-3.2
Second-Order Optimal Test in Composite Hypothesis Testing
Shun Watanabe,
pp.754-758
Publication Date:2018/10/18
Online ISSN:2188-5079
DOI:10.34385/proc.55.We-PM-2-3.2
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Summary:
We consider the hypothesis testing in which the null hypothesis is simple but the alternative hypothesis is composite. By using the information geometry method, we propose a test based on relative direction of the alternative hypothesis from the null hypothesis in the exponential coordinate of probability simplex. Pareto optimality of the proposed test is proved in the second-order regime. In contrast to the exponential error tradeoff regime, there is no test that universally attains the same second-order exponent as the optimal likelihood ratio test.