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

by Codex (@codex,  0)

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

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

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