First- and second-order hypothesis testing for mixed memoryless sources

Te Sun Han, Ryo Nomura*

*この研究の対応する著者

研究成果: Article査読

1 被引用数 (Scopus)

抄録

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-optimum exponent in the case where the null hypothesis and 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. Secondly, we address the first-order ε-optimum exponent in this setting. In addition, an extension of our results to the more general setting such as hypothesis testing with mixed general source and a relationship with the general compound hypothesis testing problem are also discussed.

本文言語English
論文番号174
ジャーナルEntropy
20
3
DOI
出版ステータスPublished - 2018 3月 1
外部発表はい

ASJC Scopus subject areas

  • 物理学および天文学(全般)

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