Saddlepoint Approximation Of The Error Probability Of Binary Hypothesis Testing

2018 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT)(2018)

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摘要
We propose a saddlepoint approximation of the error probability of a binary hypothesis test between two i.i.d. distributions. The approximation is accurate, simple to compute, and yields a unified analysis in different asymptotic regimes. The proposed formulation is used to efficiently compute the meta-converse lower bound for moderate block-lengths in several cases of interest.
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关键词
saddlepoint approximation,error probability,binary hypothesis testing,asymptotic regimes,random sequence
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