Hypothesis Testing with the General Source
Abstract
The asymptotically optimal hypothesis testing problem with the general sources as the null and alternative hypotheses is studied under exponentialtype error constraints on the first kind of error probability. Our fundamental philosophy in doing so is first to convert all of the hypothesis testing problems completely to the pertinent computation problems in the large deviationprobability theory. It turns out that this kind of methodologically new approach enables us to establish quite compact general formulas of the optimal exponents of the second kind of error and correct testing probabbilities for the general sources including all nonstationary and/or nonergodic sources with arbitrary abstract alphabet (countable or uncountable). Such general formulas are presented from the informationspectrum point of view.
 Publication:

arXiv Mathematics eprints
 Pub Date:
 April 2000
 arXiv:
 arXiv:math/0004121
 Bibcode:
 2000math......4121H
 Keywords:

 Probability;
 Analysis of PDEs
 EPrint:
 34 pages, 0 figures