• DocumentCode
    2056076
  • Title

    Csiszar´s forward cutoff rate for testing between two arbitrary sources

  • Author

    Alajaji, Fady ; Chen, Po-Ning ; Rached, Ziad

  • Author_Institution
    Dept. of Math. & Stat., Queen´´s Univ., Kingston, Ont., Canada
  • fYear
    2002
  • fDate
    2002
  • Firstpage
    215
  • Abstract
    The Csisza forward β-cutoff rate (β<0) for hypothesis testing is defined as the largest rate R0≥0 such that for all rates 00, the smallest probability of type 1 error of sample size-n tests with probability of type 2 error ≤e-nE is asymptotically vanishing as e-nβ(E-R0). It was shown by Csiszar (see IEEE Transactions on Information Theory, vol.41, p.26-34, January 1995) that the forward β-cutoff rate for testing between a hypothesis X against an alternative hypothesis X~ based on independent and identically distributed samples, is given by Renyi´s α-divergence Dα(X||X~), where α=1/(1-β). In this work, we show that the forward β-cutoff rate for the general hypothesis testing problem is given by the lim inf α-divergence rate. The result holds for an arbitrary abstract alphabet (not necessarily countable).
  • Keywords
    error statistics; information theory; β-cutoff rate; Csiszar forward cutoff rate; Renyi α-divergence; alternative hypothesis; arbitrary sources; error probability; hypothesis testing; independent identically distributed samples; null hypothesis; Councils; Entropy; Error probability; Source coding; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
  • Print_ISBN
    0-7803-7501-7
  • Type

    conf

  • DOI
    10.1109/ISIT.2002.1023487
  • Filename
    1023487