First- and Second-Order Hypothesis Testing for Mixed Memoryless Sources

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 -opt...

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Bibliographic Details
Main Authors: Te Sun Han, Ryo Nomura
Format: Article
Language:English
Published: MDPI AG 2018-03-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/20/3/174
Description
Summary: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.
ISSN:1099-4300