Belangrijkste concepten
Divergence tests achieve first-order optimality but not second-order optimality compared to Neyman-Pearson test.
Statistieken
2nDKL(PZn∥P) converges to a chi-square random variable with k-1 degrees of freedom.
For α-divergences and KL divergence, (39) holds with δn = 1/√n.
Citaten
"The Hoeffding test is first-order optimal."
"Divergence tests achieve the first-order term of the Neyman-Pearson test."