Some geometric properties of the likelihood ratio

Journal Article

A fundamental spatial property is noted that reates the likelihood ratio for random signals in Gaussian noise to conditional- mean parameter estimation. This allows a geometric interpretation of the estimationcorrelation operation. Some additional properties exhibited by the likelihood ratio are presented.

Duke Authors

Cited Authors

  • HATSELL, C; NOLTE, L

Published Date

  • 1971

Published In

  • Ieee Transactions on Information Theory

Volume / Issue

  • IT-17 / 5

Start / End Page

  • 616 - 618