Open Access
Translator Disclaimer
June, 1991 Asymptotically Optimal Hypothesis Testing with Memory Constraints
J. A. Bucklew, P. E. Ney
Ann. Statist. 19(2): 982-998 (June, 1991). DOI: 10.1214/aos/1176348132

Abstract

The binary hypothesis testing problem of deciding between two Markov chains is formulated under memory constraints. The optimality criterion used in the exponential rate with which the probability of error approaches zero as the sample size tends to infinity. The optimal memory constrained test is shown to be the solution of a set of equations derived from suitable large deviation twistings of the transition matrices under the two hypotheses. A computational algorithm and some examples are given.

Citation

Download Citation

J. A. Bucklew. P. E. Ney. "Asymptotically Optimal Hypothesis Testing with Memory Constraints." Ann. Statist. 19 (2) 982 - 998, June, 1991. https://doi.org/10.1214/aos/1176348132

Information

Published: June, 1991
First available in Project Euclid: 12 April 2007

zbMATH: 0739.62002
MathSciNet: MR1105856
Digital Object Identifier: 10.1214/aos/1176348132

Subjects:
Primary: 62F05
Secondary: 60F10

Rights: Copyright © 1991 Institute of Mathematical Statistics

JOURNAL ARTICLE
17 PAGES


SHARE
Vol.19 • No. 2 • June, 1991
Back to Top