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A Spectral Representation Of The Simple Hypothesis Testing Problem

Nakiboğlu, Barış
arXiv (All) · Papers
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information-theory
The minimum Type II error probability (or volume) of simple hypothesis tests with randomized detectors is expressed as a Riemann integral of the (cumulative) distribution function of the likelihood ratio for all non-negative Type I error probability (or volume) values: $β(\varepsilon)=\int_{0}^{\inf
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