Moderate Deviations Analysis of Binary Hypothesis Testing

Details Moderate Deviations Analysis of Binary Hypothesis Testing Moderate Deviations Analysis of Binary Hypothesis Testing

2011-11-08

arxiv.org/abs/1111.1995v2

Computer Science

Information Theory

This paper will be submitted to ISIT 2012. It presents in part results from: I. Sason, "On Refined Versions of the Azuma-Hoeff

Scientific paper

This paper is focused on the moderate-deviations analysis of binary hypothesis testing. The analysis relies on a concentration inequality for discrete-parameter martingales with bounded jumps, where this inequality forms a refinement to the Azuma-Hoeffding inequality. Relations of the analysis to the moderate deviations principle for i.i.d. random variables and to the relative entropy are considered.

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