  The first- and second-order optimum achievable exponents in the simple
hypothesis testing problem are investigated. The optimum achievable exponent
for type II error probability, under the constraint that the type I error
probability is allowed asymptotically up to epsilon, is called the
epsilon-optimum exponent. In this paper, we first give the second-order
epsilon-exponent in the case where the null hypothesis and the alternative
hypothesis are a mixed memoryless source and a stationary memoryless source,
respectively. We next generalize this setting to the case where the alternative
hypothesis is also a mixed memoryless source. We address the first-order
epsilon-optimum exponent in this setting. In addition, an extension of our
results to more general setting such as the hypothesis testing with mixed
general source and the relationship with the general compound hypothesis
testing problem are also discussed.
