Finite memory hypothesis testing with dependent samples (Corresp.)

Let x_{1}, x_{2}, \ldots be a sequence of dependent random variables drawn from a probability measure P . Consider the hypothesis test H_{o}: P= P_{o} \versus H_{1}: P= P_{1} . It is shown that for a class of discrete valued processes, including Markov processes the hypothesis test can be resolved w...

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Bibliographic Details
Published in:IEEE transactions on information theory 1979-03, Vol.25 (2), p.210-213
Main Author: Koplowitz, J.
Format: Article
Language:English
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Summary:Let x_{1}, x_{2}, \ldots be a sequence of dependent random variables drawn from a probability measure P . Consider the hypothesis test H_{o}: P= P_{o} \versus H_{1}: P= P_{1} . It is shown that for a class of discrete valued processes, including Markov processes the hypothesis test can be resolved with a three-state memory. The result is generalized to m -hypothesis tests which require m \( + 1\) states.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.1979.1056019