Discrimination Between B-Processes is Impossible |
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Authors: | Daniil Ryabko |
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Institution: | (1) Department of Surgical Gastroenterology, Glostrup University Hospital, Glostrup, Denmark;(2) Department of Day Surgery, Glostrup University Hospital, Glostrup, Denmark;(3) Department of Surgical Gastroenterology, Gentofte University Hospital, Gentofte, Denmark |
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Abstract: | Two series of binary observations x
1,x
1,… and y
1,y
2,… are presented: x
n
and y
n
are given at each time n∈ℕ. It is assumed that the sequences are generated independently of each other by two B-processes. The question of interest
is whether the sequences represent a typical realization of two different processes or of the same one. It is demonstrated
that this is impossible to decide, in the sense that every discrimination procedure is bound to err with non-negligible frequency
when presented with sequences from some B-processes. This contrasts with earlier positive results on B-processes, in particular, those showing that there are consistent
`(d)]\bar{d}
-distance estimates for this class of processes, and on ergodic processes, in particular, those establishing consistent change
point estimates. |
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Keywords: | |
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