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Hypothesis testing with active information
Journal article   Open access   Peer reviewed

Hypothesis testing with active information

Daniel Andrés Díaz–Pachón, Juan Pablo Sáenz and J. Sunil Rao
Statistics & probability letters, Vol.161, p.108742
2020-06

Abstract

Hypothesis testing Active information Exact p-values
We develop hypothesis testing for active information — the averaged quantity in the Kullback–Leibler divergence. To our knowledge, this is the first paper to derive exact probabilities of type-I errors for hypothesis testing in the area.
url
https://doi.org/10.1016/j.spl.2020.108742View
Published (Version of record) Open

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4 Electrical Engineering, Electronics & Computer Science
4.84 Supply Chain & Logistics
4.84.169 Particle Swarm Optimization
Web Of Science research areas
Statistics & Probability
ESI research areas
Mathematics

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