Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 2 b Solution Created 2026-09-24 Updated 2026-09-25
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
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 2 c Solution Created 2026-09-24 Updated 2026-09-25
LetThe minimum exists because the probability simplex is compact. Let be the information projection of onto the closed convex set . Its Pythagorean inequality says that every satisfiesFor a string of type , this givesSumming over the decision region proves the exact bound
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 224 2 d Solution Created 2026-09-24 Updated 2026-09-25
Here . The method of types gives at most possible values of type, and a type class hasEvery type in has , soThe polynomial prefactor has zero exponential rate. Therefore