We study a class of hypothesis testing problems in which, upon observing the realization of an $n$-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether there is a subset of the components belonging to a certain given class of sets whose elements have been ``contaminated,'' that is, have a mean different from zero. We establish some general conditions under which testing is possible and others under which testing is hopeless with a small risk. The combinatorial and geometric structure of the class of sets is shown to play a crucial role. The bounds are illustrated on various examples.
- Pub Date:
- August 2009
- Mathematics - Statistics Theory;
- Mathematics - Combinatorics
- Published in at http://dx.doi.org/10.1214/10-AOS817 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)