A Finite-Sample Strong Converse for Binary Hypothesis Testing via (Reverse) Rényi Divergence

Abstract: This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" Rényi divergence, we derive novel non-asymptotic bounds on the Type II error probability which naturally establish a strong converse result. Furthermore, when the Type I error is constrained to decay exponentially with a rate $c$, we show that the Type II error converges to 1 exponentially fast if $c$ exceeds the Kullback-Leibler divergence $D(P_1|P_0)$, and vanishes exponentially fast if $c$ is smaller. Finally, we present numerical examples demonstrating that the proposed converse bounds strictly improve upon existing finite-sample results in the literature.