Almost sure testability of classes of densities
Let a class $\F$ of densities be given. We draw an i.i.d.\ sample from a density $f$ which may or may not be in $\F$. After every $n$, one must make a guess whether $f \in \F$ or not. A class is almost surely testable if there exists such a testing sequence such that for any $f$, we make finitely many errors almost surely. In this paper, several results are given that allow one to decide whether a class is almost surely testable. For example, continuity and square integrability are not testable, but unimodality, log-concavity, and boundedness by a given constant are.
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- Luc Devroye & Gábor Lugosi & Frederic Udina, 1998. "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers 281, Department of Economics and Business, Universitat Pompeu Fabra.
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