For the problem of signal detection in Gaussian white noise, we obtain lower bounds for the asymptotics of moderate deviation probabilities of type I and type II errors. These asymptotics are attained on tests of the χ 2 type. Using these lower bounds, we find lower bounds for nonparametric confidence estimation in the moderate deviation zone.
Problems of Information Transmission – Springer Journals
Published: Jul 11, 2008
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