We study the problem of testing identity against a given distribution with a focus on the high confidence regime. More precisely, given samples from an unknown distribution $p$ over $n$ elements, an explicitly given distribution $q$, and parameters $0< epsilon, delta < 1$, we wish to distinguish, {em with probability at least $1-delta$}, whether the distributions are identical versus $varepsilon$-far in total variation distance. Most prior work focused on the case that $delta = Omega(1)$, for which the sample complexity of identity testing is known to be $Theta(sqrt{n}/epsilon^2)$. Given such an algorithm, one can achieve arbitrarily small values of $delta$ via black-box amplification, which multiplies the required number of samples by $Theta(log(1/delta))$. We show that black-box amplification is suboptimal for any $delta = o(1)$, and give a new identity tester that achieves the optimal sample complexity. Our new upper and lower bounds show that the optimal sample complexity of identity testing is [ Thetaleft( frac{1}{epsilon^2}left(sqrt{n log(1/delta)} + log(1/delta) right)right) ] for any $n, varepsilon$, and $delta$. For the special case of uniformity testing, where the given distribution is the uniform distribution $U_n$ over the domain, our new tester is surprisingly simple: to test whether $p = U_n$ versus $d_{mathrm TV}(p, U_n) geq varepsilon$, we simply threshold $d_{mathrm TV}(widehat{p}, U_n)$, where $widehat{p}$ is the empirical probability distribution. The fact that this simple plug-in estimator is sample-optimal is surprising, even in the constant $delta$ case. Indeed, it was believed that such a tester would not attain sublinear sample complexity even for constant values of $varepsilon$ and $delta$.
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