A lower bound on the probability of error in multihypothesis testing

被引:30
作者
Poor, HV
Verdu, S
机构
关键词
hypothesis testing; probability of error; Shannon theory; Converse Channel Coding Theorem;
D O I
10.1109/18.476322
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Consider two random variables X and Y. where X is finitely (or countably-infinitely) valued, and where Y is arbitrary. Let epsilon denote the minimum probability of error incurred in estimating X from Y. It is shown that [GRAPHICS] where pi(X/Y) denotes the posterior probability of X given Y. This bound finds information-theoretic applications in the proof of converse channel coding theorems. It generalizes and strengthens previous lower bounds due to Shannon, and to Verdu and Han.
引用
收藏
页码:1992 / 1994
页数:3
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