Robust Hypothesis Testing with Multiple Distances

  • Gökhan GülEmail author
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 414)


As mentioned in the previous chapter, a minimax robust test can be designed based on a suitable choice of a distance between probability measures, which is most likely decided for, depending on the application. Instead of searching for a distance and performing a tedious design procedure, it is probably most convenient to choose a simple parameter, which accounts for the distance. In this way, the designer has the flexibility to choose both the degree of robustness as well as the type of the distance with only setting a few parameters.


Probability Measure Likelihood Ratio Test Robust Test Hellinger Distance Total Variation Distance 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Institut für Nachrichtentechnik, Fachbereich Elektro- und Informationstechnik (ETIT)Technische Universität DarmstadtDarmstadtGermany

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