Fix and choose
Under , the weak law of large numbers makes the normalized log likelihood ratio converge in probability to , so . On this Neyman-Pearson decision region,
and hence
Letting proves the direct bound.
Let be the region on which the test chooses . Then
Minimizing over decision regions is therefore equivalent to maximizing the signed difference. Part b gives
The minimizing region is , the equal-prior Neyman-Pearson decision region.
The Neyman-Pearson decision region accepting is
with randomization on the boundary when needed. If is the type of the observed string, then
Thus the equivalent relative entropy form is