Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 224 1 c Solution 2026-09-28
Fix and chooseUnder , the weak law of large numbers makes the normalized log likelihood ratio converge in probability to , so . On this Neyman-Pearson decision region,and henceLetting proves the direct bound.
Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 224 1 c Solution 2026-09-28
Let be the region on which the test chooses . ThenMinimizing over decision regions is therefore equivalent to maximizing the signed difference. Part b givesThe minimizing region is , the equal-prior Neyman-Pearson decision region.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 2 b Solution Created 2026-09-24 Updated 2026-10-03
The Neyman-Pearson decision region accepting iswith randomization on the boundary when needed. If is the type of the observed string, thenThus the equivalent relative entropy form is