Colabora: Universitat Pompeu Fabra. Departament d'
Economia i Empresa
Autor/es: Luc Devroye; László Györfi; Gábor Lugosi;
Resumen : We introduce a simple new hypothesis testing procedure, which, based on an independent sample drawn from a certain density, detects which of $k$ nominal densities is the true density is closest to, under the total variation (L_{1}) distance. We obtain a density-free uniform exponential bound for the probability of false detection.