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Probability of error, equivocation, and the Chernoff bound
321
Citations
10
References
1970
Year
EngineeringStatistical FoundationUncertain ReasoningUncertainty FormalismFinite NumberUncertainty QuantificationManagementKolmogorov ComplexityDecision TheoryApproximation TheoryStatisticsLower BoundProbability TheoryEntropyTwo-hypothesis Decision ProblemImprecise ProbabilityChernoff BoundStatistical InferenceDecision ScienceDempster-shafer Theory
Relationships between the probability of error, the equivocation, and the Chernoff bound are examined for the two-hypothesis decision problem. The effect of rejections on these bounds is derived. Finally, the results are extended to the case of any finite number of hypotheses.
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