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arXiv · 1805.11059

Testing Against Independence and a Rényi Information Measure

Amos Lapidoth·Christoph Pfister
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Abstract

The achievable error-exponent pairs for the type I and type II errors are characterized in a hypothesis testing setup where the observation consists of independent and identically distributed samples from either a known joint probability distribution or an unknown product distribution. The empirical mutual information test, the Hoeffding test, and the generalized likelihood-ratio test are all shown to be asymptotically optimal. An expression based on a Renyi measure of dependence is shown to be the Fenchel biconjugate of the error-exponent function obtained by fixing one error exponent and optimizing the other. An example is provided where the error-exponent function is not convex and thus not equal to its Fenchel biconjugate.

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Amos Lapidoth, Christoph Pfister. 2018-09-18. Testing Against Independence and a Rényi Information Measure. https://arxiv.org/abs/1805.11059

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