Can I read EECS 126: Neyman-Pearson Theorem Notes on EtoBox?
EECS 126: Neyman-Pearson Theorem Notes by Virtual Judge is a document available to read on EtoBox.
What is EECS 126: Neyman-Pearson Theorem Notes about?
The document discusses the Neyman-Pearson theorem for maximizing the probability of correct detection (PCD) subject to a constraint on the probability of false alarm (PFA). It states that the Neyman-Pearson theorem provides the optimal decision rule which compares the likelihood ratio to a threshold, and defines the decision based on if it is above or below the threshold. The rule is called the threshold rule, and the theorem claims this rule is the most powerful at a given PFA β.
- Author
- Virtual Judge
- Language
- EN