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
fDate :
3/1/1993 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on