DocumentCode
1387121
Title
On one useful inequality in testing of hypotheses
Author
Burnashev, Marat V.
Author_Institution
Inst. of Problems of Inf. Transmission, Acad. of Sci., Moscow, Russia
Volume
44
Issue
4
fYear
1998
fDate
7/1/1998 12:00:00 AM
Firstpage
1668
Lastpage
1670
Abstract
A simple proof of one probabilistic inequality is presented. Let P and Q be two given probability measures on a measurable space (𝒳, 𝒜). We consider testing of hypotheses P and Q using one observation. For an arbitrary decision rule, let α and β denote the two kinds of error probabilities. If both error probabilities have equal costs (or we want to minimize the maximum of them) then it is natural to investigate the minimal possible sum inf{α+β} for the best decision rule
Keywords
decision theory; probability; decision rule; error probabilities; hypotheses testing; measurable space; observation; probabilistic inequality; probability measures; variational distance; Costs; Error probability; Extraterrestrial measurements; Information theory; Random processes; Random sequences; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.681348
Filename
681348
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