Finite memory hypothesis testing with dependent samples (Corresp.)
Jack Koplowitz · IEEE Transactions on Information Theory · 1979
Letx_{1}, x_{2}, \ldotsbe a sequence of dependent random variables drawn from a probability measureP. Consider the hypothesis testH_{o}: P= P_{o} \versus H_{1}: P= P_{1}. It is shown that for a class of discrete valued processes, including Markov processes the hypothesis test can be resolved with a three-state memory. The result is generalized tom-hypothesis tests which requirem\( + 1\) states.