Title :
On the converse theorem in statistical hypothesis testing for Markov chains
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 :
Hypothesis testing for two Markov chains is considered. Under the constraint that the error probability of the first kind is less than or equal to exp(-rn), the error probability of the second kind is minimized. The geodesic that connects the two Markov chains is defined. By analyzing the geodesic, the power exponents are calculated and then represented in terms of Kullback-Leibler divergence
Keywords :
Markov processes; differential geometry; error statistics; information theory; statistical analysis; Kullback-Leibler divergence; Markov chains; converse theorem; error probability; geodesic; information geometry; power exponents; statistical hypothesis testing; Error probability; Frequency; Information geometry; Information theory; Laboratories; Space stations; State-space methods; Technology management; Technology planning; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
