Robust Decision Design Using a Distance Criterion

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Abstract

An alternate formulation of the robust hypothesis testing problem is considered in which robustness is defined in terms of a maximin game with a statistical distance criterion as a payoff function. This distance criterion, which is a generalized version of signal-to-noise ratio, offers advantages over traditional error probability or risk criteria in this problem because of the greater tractability of the distance measure. Within this framework, a design procedure is developed which applies to a more general class of problems than do earlier robustness results based on risks. Furthermore, it is shown for the general case that when a decision rule exists that is robust in terms of risk, the same decision rule will be robust in terms of distance, a fact which supports the use of the latter criterion.

Original languageEnglish (US)
Pages (from-to)575-587
Number of pages13
JournalIEEE Transactions on Information Theory
Volume26
Issue number5
DOIs
StatePublished - Jan 1 1980
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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