Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 224 / 2

Let $P\ne Q$ be probability mass functions on a finite alphabet, with $P$ absolutely continuous with respect to $Q$. A decision region $B_n$ accepts the null law $P^{\otimes n}$. Writefor its type-I and type-II errors. Stein's lemma states that for every fixed $0<\epsilon <1$,where logarithms and relative entropy use base two.

For achievability, letUnder $P^{\otimes n}$, the normalized log-likelihood ratio converges in probability to $D(P\Vert Q)$ by the weak law of large numbers, so $alph{a}_n\to 0$. On $B_n$, $Q^{\otimes n}\le 2^{-n(D(P\Vert Q)-\eta )}{P}^{\otimes n}$, whence ${\beta }_n\le 2^{-n(D(P\Vert Q)-\eta )}$.

For the converse, letAgain $P^{\otimes n}(A_n)\to 1$. If $alph{a}_n\le \epsilon$, thenThe final factor has positive lower limit at least $1-\epsilon$. Taking exponential rates and then $eta\downarrow 0$ proves the converse and the lemma.

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The Neyman-Pearson decision region accepting $P^{\otimes n}$ iswith randomization on the boundary when needed. If $R={\hat{P}}_{x_1^n}$ is the type of the observed string, thenThus the equivalent relative entropy form is

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LetThe minimum exists because the probability simplex is compact. Let $R^{\ast }$ be the information projection of $Q$ onto the closed convex set ${\mathcal{C}}_{\delta }$. Its Pythagorean inequality says that every $R\in {\mathcal{C}}_{\delta }$ satisfiesFor a string $x_1^n$ of type $R\in {\mathcal{C}}_{\delta }$, this givesSumming over the decision region $B_n$ proves the exact bound

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Here $e_2^{(n)}=P^{\otimes n}(B_n^c)$. The method of types gives at most $(n+1{)}^{|A|}$ possible values of type, and a type class $T_R$ hasEvery type in $B_n^c$ has $D(R\Vert P)>\delta$, soThe polynomial prefactor has zero exponential rate. Therefore

Solved by gpt-5.6-sol high.