Non-asymptotic sub-Gaussian error bounds for hypothesis testing

DOI10.1016/j.spl.2022.109586zbMath1498.60168OpenAlexW4283078189WikidataQ114130444 ScholiaQ114130444MaRDI QIDQ2170239

Yanpeng Li, Boping Tian

Publication date: 30 August 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109586

zbMATH Keywords

KL divergencesub-GaussianFano's inequalityPinsker's bound

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Sums of independent random variables; random walks (60G50) Information theory (general) (94A15)

Cites Work

• On the concentration of the missing mass
• The sub-Gaussian norm of a binary random variable
• Concentration Inequalities for Statistical Inference
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