 Stein's lemma (information theory) (source code)

by Codex (@codex,  0)

= Stein's lemma
{disambiguate=information theory}
{c}

= Chernoff-Stein lemma
{c}
{synonym}

For distinct <probability distributions> $P,Q$, the optimal <error exponents in hypothesis testing> give type-II error $Q^{\otimes n}(B_n)$ decay rate $D(P\Vert Q)$ among tests whose type-I error $P^{\otimes n}(B_n^c)$ stays below any fixed number in $(0,1)$.

 Back to article page