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arxiv: 1111.1995 · v3 · pith:574TKAWJnew · submitted 2011-11-08 · 💻 cs.IT · math.IT

Moderate Deviations Analysis of Binary Hypothesis Testing

classification 💻 cs.IT math.IT
keywords analysisinequalitybinarydeviationshypothesismoderatetestingazuma-hoeffding
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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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