 
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 PoNing 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 dened 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
