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Truncated Sequential Non-Parametric Hypothesis Testing Based on Random Distortion Testing

Khanduri, Prashant and Pastor, Dominique and Sharma, Vinod and Varshney, Pramod K (2019) Truncated Sequential Non-Parametric Hypothesis Testing Based on Random Distortion Testing. In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, 67 (15). pp. 4027-4042.

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Official URL: https://dx.doi.org/10.1109/TSP.2019.2923140

Abstract

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 show n to achieve desired error probabilities under a few assumptions on the signal model. In this paper, we show that the proposed truncated sequential algorithm, T-SeqRDT, requires even fewer assumptions on the signal model, while guaranteeing the error probabilities to he below pre-specified levels and at the same time makes a decision faster compared to its optimal fixed-sample-size counterpart, BlockRDT. We derive bounds on the error probabilities and the average stopping times of the algorithm. Via numerical simulations, we compare the performance of T-SeqRDT with SeqRDT, BlockRDT, sequential probability ratio test, and composite sequential probability ratio tests. We also show the robustness of the proposed approach compared with the standard likelihood ratio based approaches.

Item Type: Journal Article
Additional Information: copyright for this article belongs to IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Keywords: Truncated sequential testing; non-parametric testing; robust hypothesis testing; random distortion testing (RDT); sequential probability ratio test (SPRT)
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Depositing User: Id for Latest eprints
Date Deposited: 20 Aug 2019 11:48
Last Modified: 20 Aug 2019 11:48
URI: http://eprints.iisc.ac.in/id/eprint/63295

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