First- and second-order hypothesis testing for mixed memoryless sources with general mixture

Te Sun Han, Ryo Nomura

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The first- and second-order optimum achievable exponents in the simple hypothesis testing problem are investigated. The optimum achievable exponent for type II error probability, under the constraint that the type I error probability is allowed asymptotically up to ϵ, is called the ϵ-optimum exponent. In this paper, we first give the second-order ϵ-exponent in the case where the null hypothesis and the alternative hypothesis are a mixed memoryless source and a stationary memoryless source, respectively. We next generalize this setting to the case where the alternative hypothesis is also a mixed memoryless source. We address the first-order ϵ-optimum exponent in this setting.

Original languageEnglish
Title of host publication2017 IEEE International Symposium on Information Theory, ISIT 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages126-130
Number of pages5
ISBN (Electronic)9781509040964
DOIs
Publication statusPublished - 2017 Aug 9
Externally publishedYes
Event2017 IEEE International Symposium on Information Theory, ISIT 2017 - Aachen, Germany
Duration: 2017 Jun 252017 Jun 30

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
ISSN (Print)2157-8095

Other

Other2017 IEEE International Symposium on Information Theory, ISIT 2017
CountryGermany
CityAachen
Period17/6/2517/6/30

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modelling and Simulation
  • Applied Mathematics

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  • Cite this

    Han, T. S., & Nomura, R. (2017). First- and second-order hypothesis testing for mixed memoryless sources with general mixture. In 2017 IEEE International Symposium on Information Theory, ISIT 2017 (pp. 126-130). [8006503] (IEEE International Symposium on Information Theory - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISIT.2017.8006503