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
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;
Conference_Titel :
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Print_ISBN :
0-7803-7501-7
DOI :
10.1109/ISIT.2002.1023487