Mean Testing under Truncation beyond Gaussian

• URL: http://arxiv.org/abs/2605.01335v1
• Date: Sat, 02 May 2026 09:13:50 GMT
• Title: Mean Testing under Truncation beyond Gaussian
• Abstract summary: truncation induces a bias of order $O(_P,pvarepsilon1-1/p)$ for distributions with magnitudes of magnitude at most $_P,p$.<n>We show that under a directional median regularity assumption, truncation bias improves to linear order $O(varepsilon)$.<n>Our results provide a unified framework for mean testing under truncation, connecting finite-moment, sub-Gaussian, and median-regular structural regimes.
• Score: 3.9925887361256134
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We characterize the fundamental limits of high-dimensional mean testing under arbitrary truncation, where samples are drawn from the conditional distribution $P(\cdot \mid S)$ for an unknown truncation set $S$ that may hide up to an $\varepsilon$-fraction of the probability mass. For distributions with $p$-th directional moments of magnitude at most $ν_{P,p}$, truncation induces a bias of order $O(ν_{P,p}\varepsilon^{1-1/p})$. This bias creates a sharp information-theoretic detectability floor: when the signal $α$ falls below this threshold, the null and alternative hypotheses are indistinguishable even with infinite data. Above this floor, we prove that a simple second-order test achieving near-optimal sample complexity $n = O\!\left(\frac{\|Σ_P\|}{(α-4ν_{P,p}\varepsilon^{1-1/p})^2}\sqrt{d}\right)$. We further identify a structural escape from this finite-moment bias barrier. Under a directional median regularity assumption, truncation bias improves to linear order $O(\varepsilon)$. This reveals an intermediate regime in which estimation requires $Θ(d)$ samples for uniform recovery, while testing recovers the classical $Θ(\sqrt d)$ rate once truncation bias is eliminated. Together, our results provide a unified framework for mean testing under truncation, connecting finite-moment, sub-Gaussian, and median-regular structural regimes.

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