This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" Rényi divergence, we derive novel non-asymptotic bounds on the Type II error probability which naturally establish a strong converse result. Furthermore, when the Type I error is constrained to decay exponentially with a rate $c$, we show that the Type II error converges to 1 exponentially fast if $c$ exceeds the Kullback-Leibler divergence $D(P_1\|P_0)$, and vanishes exponentially fast if $c$ is smaller. Finally, we present numerical examples demonstrating that the proposed converse bounds strictly improve upon existing finite-sample results in the literature.
翻译:本研究在非对称错误约束下,针对有限样本区域中的二元假设检验问题($H_0\sim P_0$ 与 $H_1\sim P_1$)展开分析。通过引入“反向”Rényi散度,我们推导出关于第二类错误概率的新的非渐近界,该界自然导出了一个强逆定理。进一步地,当第一类错误被约束以速率 $c$ 指数衰减时,我们证明:若 $c$ 超过 Kullback-Leibler 散度 $D(P_1\|P_0)$,则第二类错误以指数速度收敛至 1;若 $c$ 小于该散度,则第二类错误以指数速度趋近于零。最后,我们通过数值算例表明,所提出的逆界在现有文献的有限样本结果基础上实现了严格改进。