A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses


Journal Article

A relationship between the likelihood ratio and a generalized causal conditional mean estimator is presented for the doubly composite hypotheses problem. The observation statistics are arbitrary and need not be Gaussian. The relationship parallels the well-known relationship for the Gaussian noise and composite signal hypothesis case, and the likelihood ratio can still be viewed as an estimator-correlator operation. © 1977, IEEE. All rights reserved.

Full Text

Duke Authors

Cited Authors

  • Lee, SC; Nolte, LW; Hatsell, CP

Published Date

  • January 1, 1977

Published In

Volume / Issue

  • 23 / 5

Start / End Page

  • 637 - 640

Electronic International Standard Serial Number (EISSN)

  • 1557-9654

International Standard Serial Number (ISSN)

  • 0018-9448

Digital Object Identifier (DOI)

  • 10.1109/TIT.1977.1055766

Citation Source

  • Scopus