Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

A new look at an old result : Fano's Lemma


Code(s) de Classification MSC:

Résumé: The purpose of this paper is to give a new and more tractable version of Fano's Lemma which is a useful tool for getting nonasymptotic lower bounds for the minimax risk of estimators. We shall also show that these bounds are essentially sharp and give some applications to testing between two simple hypotheses.

Mots Clés: Fano's Lemma ; minimax risk

Date: 2001-01-09

Prépublication numéro: PMA-632