Abstract

In two-hypothesis detection problems with i.i.d. observations, the minimum error probability decays exponentially with the amount of data, with the constant in the exponent equal to the Chernoff distance between the probability distributions characterizing the hypotheses. We extend this result to the general M-hypothesis Bayesian detection problem where zero cost is assigned to correct decisions, and find that the Bayesian cost function's exponential decay constant equals the minimum Chernoff distance among all distinct pairs of hypothesized probability distributions.

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.