pith:G7B5X4OF
Asymptotically Optimal Tests for One- and Two-Sample Problems
Threshold tests of relative entropy between empirical distributions are asymptotically optimal for one- and two-sample hypothesis testing.
arxiv:2601.11727 v3 · 2026-01-16 · cs.IT · math.IT
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Claims
a similar form of Hoeffding's test, namely a threshold test of the relative entropy between the two empirical distributions is also asymptotically optimal. A strong converse for the two-sample test is also obtained.
The analysis assumes i.i.d. sampling and works in the asymptotic regime where the number of samples tends to infinity; the proofs rely on standard large-deviation properties of empirical distributions that are not re-derived in the abstract.
Hoeffding's relative entropy threshold test between empirical distributions is asymptotically optimal for both one- and two-sample hypothesis testing, with a strong converse for the two-sample case.
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| First computed | 2026-06-12T00:07:48.830209Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
37c3dbf1c56011f7eb078d8af66de4bb1761b113cbf40f7241f70bfc53f77ca2
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/G7B5X4OFMAI7P2YHRWFPM3PEXM \
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Canonical record JSON
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