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Robust hypothesis testing for bounded classes of probability densities (Corresp.)

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1 Author(s)

Least favorable pairs of probability density functions and robust tests are obtained for classes of density functions specified as bands with upper and lower bounds. The results are shown to extend Huber's solution for the \epsilon -contaminated classes, which is contained as a special case. A minimum-distance property of the least favorable density pair is also made explicit.

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IEEE Transactions on Information Theory  (Volume:27 ,  Issue: 2 )