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arxiv: 1111.1992 · v2 · pith:E3EQIUUTnew · submitted 2011-11-08 · 💻 cs.IT · math.IT

On Concentration and Revisited Large Deviations Analysis of Binary Hypothesis Testing

classification 💻 cs.IT math.IT
keywords analysisbinarydeviationshypothesisinequalitylargerefinedtesting
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This paper first introduces a refined version of the Azuma-Hoeffding inequality for discrete-parameter martingales with uniformly bounded jumps. The refined inequality is used to revisit the large deviations analysis of binary hypothesis testing.

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