Finding a needle in a haystack: Conditions for reliable detection in the presence of clutter

Bruno Jedynak and Damianos Karakos

Statistics & Probability Letters, 2008, vol. 78, issue 5, 471-480

Abstract: We study conditions for the detection of an N-length iid sequence with unknown pmf p1, among M N-length iid sequences with unknown pmf p0. We show how the quantity determines the asymptotic probability of error.

Keywords: Reliable; detection; Probability; of; error; Sanov's; theorem; Kullback-Leibler; distance; Phase; transition (search for similar items in EconPapers)
Date: 2008
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