By Topic

On testing simple hypotheses in finite time with Hellman-Cover automata

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

Asymptoticallyvarepsilon-optimal automata were developed by Hellman and Cover [4] for testing simple hypotheses concerning the parameter of an independent identically distributed sequence of Bernoulli random variables. These automata permit transitions only between adjacent states and employ artificial randomization only at extreme states. In this paper we study the problem of approximating the optimal Hellman-Cover automaton in fixed-sample-size problems. It is shown that the optimal level of the parameter, which regulates the probability of transitions out of an extreme state, tends to zero at the rateln n/nin symmetric testing problems wherenis the sample size. We develop an approximation for the optimal parameter value valid fornsufficiently large.

Published in:

Information Theory, IEEE Transactions on  (Volume:21 ,  Issue: 2 )