Statistical Hypothesis Testing and Lower Bounds to the Error Probability

نویسندگان

  • Gonzalo Vazquez-Vilar
  • Adrià Tauste Campo
  • Albert Guillén i Fàbregas
  • Alfonso Martinez
چکیده

Two alternative exact characterizations of the minimum error probability of Bayesian M -ary hypothesis testing are derived. The first expression corresponds to the error probability of an induced binary hypothesis test and implies the tightness of the meta-converse bound by Polyanskiy, Poor and Verdú; the second expression is function of an information-spectrum measure and implies the tightness of a generalized Verdú-Han lower bound. The formulas characterize the minimum error probability of several problems in information theory and help to identify the steps where existing converse bounds are loose. Index Terms Hypothesis testing, meta-converse, information spectrum, channel coding, Shannon theory.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Hypothesis Testing and Quasi-Perfect Codes

Hypothesis testing lower bounds to the channel coding error probability are studied. For a family of symmetric channels, block lengths and coding rates, the error probability of the best code is shown to coincide with that of a binary hypothesis test with certain parameters. The points in which they coincide, are precisely the points at which perfect or quasi-perfect codes exist. General condit...

متن کامل

General Classes of Lower Bounds on the Probability of Error in Multiple Hypothesis Testing

In this paper, two new classes of lower bounds on the probability of error for m-ary hypothesis testing are proposed. Computation of the minimum probability of error which is attained by the maximum a-posteriori probability (MAP) criterion, is usually not tractable. The new classes are derived using Hölder’s inequality and reverse Hölder’s inequality. The bounds in these classes provide good pr...

متن کامل

Testing a Point Null Hypothesis against One-Sided for Non Regular and Exponential Families: The Reconcilability Condition to P-values and Posterior Probability

In this paper, the reconcilability between the P-value and the posterior probability in testing a point null hypothesis against the one-sided hypothesis is considered. Two essential families, non regular and exponential family of distributions, are studied. It was shown in a non regular family of distributions; in some cases, it is possible to find a prior distribution function under which P-va...

متن کامل

Arimoto-Rényi conditional entropy and Bayesian hypothesis testing

This paper gives upper and lower bounds on the minimum error probability of Bayesian M -ary hypothesis testing in terms of the Arimoto-Rényi conditional entropy of an arbitrary order α. The improved tightness of these bounds over their specialized versions with the Shannon conditional entropy (α = 1) is demonstrated. In particular, in the case where M is finite, we show how to generalize Fano’s...

متن کامل

Measuring Hospital Performance Using Mortality Rates: An Alternative to the RAMR

Background The risk-adjusted mortality rate (RAMR) is used widely by healthcare agencies to evaluate hospital performance. The RAMR is insensitive to case volume and requires a confidence interval for proper interpretation, which results in a hypothesis testing framework. Unfamiliarity with hypothesis testing can lead to erroneous interpretations by the public and other stakeholders. We argue t...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • CoRR

دوره abs/1411.3292  شماره 

صفحات  -

تاریخ انتشار 2014