A set of classical or quantum states is equivalent to another one if there exists a pair of classical or quantum channels mapping either set to the other one. For dichotomies (pairs of states) this is closely connected to (classical or quantum) R\'enyi divergences (RD) and the data-processing inequality: If a RD remains unchanged when a channel is applied to the dichotomy, then there is a recovery channel mapping the image back to the initial dichotomy. Here, we prove for classical dichotomies that equality of the RDs alone is already sufficient for the existence of a channel in any of the two directions and discuss some applications. We conjecture that equality of the minimal quantum RDs is sufficient in the quantum case and prove it for special cases. We also show that neither the Petz quantum nor the maximal quantum RDs are sufficient. As a side-result of our techniques we obtain an infinite list of inequalities fulfilled by the classical, the Petz quantum, and the maximal quantum RDs. These inequalities are not true for the minimal quantum RDs.
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