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

Publication ,  Journal Article
Lee, SC; Nolte, LW; Hatsell, CP
Published in: IEEE Transactions on Information Theory
January 1, 1977

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.

Duke Scholars

Published In

IEEE Transactions on Information Theory

DOI

EISSN

1557-9654

ISSN

0018-9448

Publication Date

January 1, 1977

Volume

23

Issue

5

Start / End Page

637 / 640

Related Subject Headings

  • Networking & Telecommunications
  • 4613 Theory of computation
  • 4006 Communications engineering
  • 1005 Communications Technologies
  • 0906 Electrical and Electronic Engineering
  • 0801 Artificial Intelligence and Image Processing
 

Citation

APA
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MLA
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Lee, S. C., Nolte, L. W., & Hatsell, C. P. (1977). A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses. IEEE Transactions on Information Theory, 23(5), 637–640. https://doi.org/10.1109/TIT.1977.1055766
Lee, S. C., L. W. Nolte, and C. P. Hatsell. “A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses.” IEEE Transactions on Information Theory 23, no. 5 (January 1, 1977): 637–40. https://doi.org/10.1109/TIT.1977.1055766.
Lee SC, Nolte LW, Hatsell CP. A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses. IEEE Transactions on Information Theory. 1977 Jan 1;23(5):637–40.
Lee, S. C., et al. “A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses.” IEEE Transactions on Information Theory, vol. 23, no. 5, Jan. 1977, pp. 637–40. Scopus, doi:10.1109/TIT.1977.1055766.
Lee SC, Nolte LW, Hatsell CP. A Generalized Likelihood Ratio Formula: Arbitrary Noise Statistics for Doubly Composite Hypotheses. IEEE Transactions on Information Theory. 1977 Jan 1;23(5):637–640.

Published In

IEEE Transactions on Information Theory

DOI

EISSN

1557-9654

ISSN

0018-9448

Publication Date

January 1, 1977

Volume

23

Issue

5

Start / End Page

637 / 640

Related Subject Headings

  • Networking & Telecommunications
  • 4613 Theory of computation
  • 4006 Communications engineering
  • 1005 Communications Technologies
  • 0906 Electrical and Electronic Engineering
  • 0801 Artificial Intelligence and Image Processing