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Testing. • A statistical hypothesis test is a method of making decisions using. Xn. This sample is a. Reject H0 if the achieved significance level is sufficiently small. Definition: Simple and composite hypotheses. When θ ∈ H0 α, π(θ) gives you the probability of Type I error. known), exponential, binomial, Poisson.

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Universal and Composite Hypothesis Testing via Mismatched. – Sep 11, 2009. Hoeffding's universal test statistic can be written in terms of Kullback-Leibler (K-L). test have the same asymptotic performance in terms of error exponents. over the Hoeffding test in terms of finite sample size performance.

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icant advantage over the Hoeffding test in terms of finite sample size performance. distribution from others in an exponential family of distribu- tions. We also. Approximations for the error probability in universal hypothesis testing. The error.

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icant advantage over the Hoeffding test in terms of finite sample size performance. distribution from others in an exponential family of distribu- tions. We also. Approximations for the error probability in universal hypothesis testing. The error.

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