Error Exponents of Mismatched Likelihood Ratio Testing
We study the problem of mismatched likelihood ratio test. We analyze the type-1 and 2 error exponents when the actual distributions generating the observation are different from the distributions used in the test. We derive the worst-case error exponents when the actual distributions generating the data are within a relative entropy ball of the test distributions. In addition, we study the sensitivity of the test for small relative entropy balls.
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