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

Te Sun Han, Ryo Nomura

Research output: Contribution to journalArticlepeer-review

Abstract

The first- A nd 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 ", is called the "-optimum exponent. In this paper, we first give the second-order "-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 "-optimum exponent in this setting. In addition, an extension of our results to more general setting such as the hypothesis testing with mixed general source and the relationship with the general compound hypothesis testing problem are also discussed.

Original languageEnglish
JournalUnknown Journal
Publication statusPublished - 2017 Mar 18
Externally publishedYes

Keywords

  • General Source
  • Hypothesis Testing
  • Information Spectrum
  • Mixed Source
  • Optimum Exponent

ASJC Scopus subject areas

  • General

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