DocumentCode
891872
Title
On the converse theorem in statistical hypothesis testing
Author
Nakagawa, Kenji ; Kanaya, Fumio
Author_Institution
Dept. of Planning & Manage. of Sci., Nagaoka Univ. of Technol., Niigata, Japan
Volume
39
Issue
2
fYear
1993
fDate
3/1/1993 12:00:00 AM
Firstpage
623
Lastpage
628
Abstract
Simple statistical hypothesis testing is investigated by making use of the divergence geometric method. The asymptotic behavior of the minimum value of the error probability of the second kind under the constraint that the error probability of the first kind is bounded above by exp(-rn ) is looked for, where r is a given positive number. If r is greater than the divergence of the two probability measures, the so-called converse theorem holds. It is shown that the condition under which the converse theorem holds can be divided into two separate cases by analyzing the geodesic connecting the two probability measures, and, as a result, an explanation is given for the Han-Kobayashi linear function f T(X ˜)
Keywords
differential geometry; error statistics; information theory; statistical analysis; Han-Kobayashi linear function; asymptotic behavior; converse theorem; divergence geometric method; error probability; geodesic; information geometry; statistical hypothesis testing; Circuit noise; Detectors; Error probability; Level measurement; Noise robustness; Parameter estimation; Signal detection; Signal processing; Statistics; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.212293
Filename
212293
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