Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 224 2 b Solution Created 2026-09-24 Updated 2026-09-25
The likelihood-ratio event depends only on the type and isequivalently . This constraint defines a closed subset of the finite probability simplex, so Sanov's upper bound gives the exponentIt is strictly positive: the only distribution with zero divergence from is , but violates the constraint because . Compactness and continuity under full support keep the infimum away from zero. This exponent is the Chernoff information between and .