Open AccessTruncated Sequential Non-Parametric Hypothesis Testing Based on Random Distortion Testing
Author(s) -
Prashant Khanduri,
Dominique Pastor,
Vinod Sharma,
Pramod K. Varshney
Publication year - 2019
Publication title -
ieee transactions on signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.638
H-Index - 270
eISSN - 1941-0476
pISSN - 1053-587X
DOI - 10.1109/tsp.2019.2923140
Subject(s) - sequential probability ratio test , algorithm , sequential analysis , parametric statistics , robustness (evolution) , mathematics , statistical hypothesis testing , distortion (music) , sequential estimation , computer science , statistics , biochemistry , computer network , chemistry , gene , amplifier , bandwidth (computing)
In this paper, we propose a new algorithm for sequential non-parametric hypothesis testing based on Random Distortion Testing (RDT). The data-based approach is non-parametric in the sense that the underlying signal distributions under each hypothesis are assumed to be unknown. Our previously proposed non-truncated sequential algorithm, SeqRDT, was shown to achieve desired error probabilities under...
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom