• 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 fT(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