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Summary: Mathematics and Engineering
Communications Laboratory
Technical Report
Csiszar's Hypothesis Testing Cuto Rates
for Arbitrary Sources with Memory
F. Alajaji, P.-N. Chen, and Z. Rached
December 2002
Csiszar's Hypothesis Testing Cuto Rates
for Arbitrary Sources with Memory
Fady Alajaji Po-Ning Chen Ziad Rached
Abstract
In [5], Csiszar established the concept of forward -cuto rate for the error exponent
hypothesis testing problem based on independent and identically distributed (i.i.d.) ob-
servations. Given < 0, he de ned the forward -cuto rate as the number R 0 0 that
provides the best possible lower bound in the form (E R 0 ) to the type 1 error exponent
function for hypothesis testing where 0 < E < R 0 is the rate of exponential convergence
to 0 of the type 2 error probability. He then demonstrated that the forward -cuto rate
is given by D 1=(1 ) (Xk
X ), where D (Xk
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