Probability of error, equivocation, and the Chernoff bound

M Hellman, J Raviv - IEEE Transactions on Information Theory, 1970 - ieeexplore.ieee.org
M Hellman, J Raviv
IEEE Transactions on Information Theory, 1970ieeexplore.ieee.org
… In this paper the Bhattacharyya bound [l] and the more general Chernoff bound [2], 141
are examined. Section II gives- simple derivations of these bounds for the two-class problem.
Section III explores the connection between P(e) and the … Furthermore, using Chernoff-type
bounds on 1, we obtain an alternative proof of the Chernoff bound on P(e). In Section IV
this method of proof yields tighter …
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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