zh are ve he {C = PHD, 4 gz heer Es the Cumelave Probedihh, destrbahae Grombin ( cd €) of afto,)) te Ashe G@ $i ple verken of ath iiintomas ik Pa con __be cleulated: | Umvloun Cost ad _ tye peters, —ebgie EC o a r(8g) ve} a d(H Holo 7 : ee FIGURE ILB3. Bayee risk in location testing with Gaussian ery <= = =|| Minimax [ypothess Testing | probed bes, TH oud af tony p y peestick cert tations, tha prior may aot be known, Inthe: 83 Case, Ha Boyes risk me t be Wear objective Lurchion to miintenia a Crefin ta teti+ BEC) lave seme, Pea Nore me too. This mohivales. to use the following lobjectve | \ ~ “re R89, RSI} —— The min timex Critenion : a =F ae mox ef two, Hastestlh, it Sf sumehime more conueahnent leo consider max/mile over a continuo regvon Caret _ofraite set, suchas, two cobwe) so Hat loncan take derivatve to study te exiwemel pots,219 foe. b. site pre an dl naa i — “Te defo (,1J, Goa Cixed 5, tm, 5 )cethaiyhtline in | terms of To. It fs not havd to see tron {ho 5) Riis max ets, §}——$ oe 06 oS > max over two, became mex over a ___...____anhinuen region __ foreach prvor Tle € Co, 1), et Sim denste ae cule cocrerpending to Ta. bet vets) TTe; bts)oe: ut f(g ony ——2-fo-4roprrdapu a ) SOBA eagyed cuca _+ Cpe yy =1) 2 (79) m1 = = ¢703} | coat ©, WA xv ae hg Wd eee (ya a aro om on Awd rey Ale tape apt ram Dt apt) a ¢ =, oe — ee rag. oe e apn Ke WAU | L - WPF ys) 7 @! rns eee a ides: = 137Us Cb ee SL f\ = panne spe yr arodders FEEL MOL YL PDE aqelangzz) Ths, = a _ eee a ee 1ttg; Sue) — es ere eas — . § —o¢nest— : On totter hand, or each 5, wa have ete, A) > may min (ete, 8) o¢7ot! net! => min max (He, 5) > mde me cim EY = 3 O8 Ts! otmee! 5 2 vata wean mee tte, He waa wie tr, 5) :Since V(Tle) is a eacave Racki ofa, Vio) = max Vim) = Rom) ak fn.) = > Re(Sa) ee — mex (Te, om, ) oft, SI = ieeg, Te (etfs 8s (Fed) — rete — SS eet min mox 1U%,§) € moe (Te , ot : so noel ~ onl. Oo r i . 7 __t eT i oe 5)= mar (Te, by) : __ GENE! | seem, fa) = | tye me yt, 5) 20M, br) A ae ave max ree, —_ =y¥lm, $2 7 > Sa. ea yale vale ¢é Homeow ot a : he cose t=) 5 simlar. = _ oe a oom = Tek ie 3 4 Pob oiic e __tharhinex rule is__tta Bayes Pathe aie least -Givoreble poor oo ee # Decrsion rule 5. Satie Pying RS) = Rld > - Called an mae tule, : = and VOte) is dileren baba th ts alse @ mircman ples te least— : prior i dillermwebe & Co, || tandowmryze ben os not necessary, — Ler tent, The Can be found by Sets See = Rit day) 2 Ey 2 Eee ey - where ra pe deat. Foe of yz He—lHthe least favorable prior The toad the wilhimare n's\e is a gpAi-Me) a _ ous BAS pe Wemedes Ii ih nol pucpeitng Hak Ha minions |_olecction cule _:¢ When no pwor swhimehion ______||_(sknown, TL, the cose, one =7,x Q Gaehimple Dy The Binary Channel sider {U preview omepl obey che In thee a rn tterhe ld fv. Hs Poyes tele s __ The —— race sk tok cs ad Ewin} (Mar, Te - aed}

Vile? ts __piecewise | lene With Changes || te Slope oA 71 aed Th, bine VO)<0— +t. CS, mon Vins = TiCeo, Th is omy prev in lz, Tn ett Com, VIM) = wonf THT __Triscleor Pot VT) “vs not diflerenhabl at Tee Th =H or . We need ty acai radeon I Let us _consiler tte dace C0, Thacow Ceo is Siamlav, _— ae i = +0 = Wem 4 FIGURE ILC.. V(mo) for the binary channel, aeSV vireo iL RT = = ae == af a Ttisnet hovd to ste thet : he Seto oo (eth fae tem, ff Aeeae, we ge monimex. wl in, Chooses oiFYeo | od yeaa reat, apsabaslice aye2-33 Te Ae =a => (aAieh Cane. — — ae Ido fact Dy {| Hom a . | =n. 7 2 £3 a 02 tha Bayes nuk ee for ony ATo Cai) |e =. Uncertocty ta tha pwbr does not eS | coe (Ys fremonne ho long os : A _£7e £ 1- A wn . = Ory: vot, desvon critenen, [the Selwtiow eb 1S. ee Kes test theTn both fy admin ‘ Alin re a cost finchon may net pe ge desea In_these Cases, 7 n_crifenon ¢: Welles tepoted E Foe the binay Een Jet ca§ested : —__—_ CD "ss comes from (ador _ nor _G_mi fa which Ho and Mi usually represent Ma absense md presence ofa target, fespeery vel He _ Hh absense of a target —>_ torget detected falsely. Reject ss presence of a torget = atoarget vy missed,WeArar ($ known oo the srye or tal laren mbebill Cor falee - olarn note By | _ Fees. the probe beh of ¥ pen enor £3 called the Tee Pa (8) However, We often tile ohave tHedetochon — = pastels Peldd= I= Path) also cabled te powers § The dlesign f a test Gs Ho vs. Hi involves a Fiade-df bebuen the probakthcs of Hu tun types sf once. It is became one can _ Lalways be mede cusbtharily smell at He expense of the other, i -| “the Bayes ond iminimor criberta are dud way of resting these off (suchas auerese « | or Wocghied tive inte O single ove ) The Weymen—' Cotenon tes meoksrs ber vs e Ealse- alarm Probeblty and than -to maimize Ha miss probably within thir constrit, oe,2-36 —_Itahere of is ta obyve—mentined bound , which, i's known on the level or svgnificance level of _ aeemr—~—trs—0.. Then Ee | etem ante. Gre tue, . co ( I) Coplimal:ty, sty) “Ler § § bea any dees deusion pele ____|| Sotistyng " Pe (&) Set, and. ‘be amy = csi Fanigitinr a tet aah _¢ 1 UF Pty >f Poly) - mts t ve = fun if Pr opty oF Benen ety) —_——— —— ee M20 amd 08 ¥(9)¢] are such Hot | Pel 8o =< a a _ ieee decision cates f the fom. mae saa? foe oo Meymen = Porson ole, = — tli [Bristewee) For omy o€ (0, 1) thee tt a | decision euler. Fp, ‘oA the form of (1D)(34 fay x y= 2% (a con thet | ee wheh Pet high ewe (as: weness) Sup wppose e thet fo nc any pdlevel f — Peorten deciscon tule nga . ee yeast be at tha fm of (DDE) 2 user pest ib ee oes hel Mesod —Peneh of) _the_ defi wot & ve have Rep FO) Cain Nrolw)zo, Vy er Phe 6 Rear -Bonlnen= TRIP) aLdy) ss oto Fda fe Fpdeo debate fhe] Bhr= Bbrenl R= Rech] —— a =f lo- BOY : 3 a— tren meee on eBid Peed24o Let fo be the smallest weber Such thot PLP LP) he Pot f))- Et {EPC > te BLM) Sys chose — ee eet ethene, cheese Xo arbitral We only need to show v&¥o S$). Tode— So, (se need te show IEE ol = .LP.1) >fo poly) > Pol Pal) =a Paly?),_ en eit ee) = Nob-> only “Glen, Ne can be tedaced to fe, To > Qo>m!, _ bye Filtle- Such thet Pet Ren? fo Foly))- Sot —— This contadcts. wih “tha choice « © oo a eee icra tobe tHadecson rule wth 9 fo and BU D= Fo = |! We hove eeHh) = Bhp Ot = = RUA Hoh (yl) +X. Ble bat = of. FolpuY) > ppt) F416, > topo %* —hatt) POLY) = pot) Foto) nopgtth a PolP(Y) > nopotY)) ~ FIGURE ILD.1. Threshold and randomization for an arlevel Neyman-Pearton a “Soppue Har Be Meyman = (son om level rile of tha fim (TD) oad let ee, ony other Spmene Male. Then x Po B= BotEY ¥ nl We s rill have we a (ete Fe eBM) oH (Fe C= HCE) —_ < %(-BEY) Or bebreia (jy.> ol Fe §") so PPE Se vie, BY must be of sige, > SPI nen- 9g] ada Bin TS" Sev Cpl Tatas ap Pi] 20, W96r —____ lar ta), = -—_Rvcepr on « Yer fud—Ho, | CEC F 04) (Ain TRI) 3 =0 Ver Mader}, ! Pond BY difler_ onhy “on tHe Set Fer | pens 9 vey} —— —}$ gu also og tte booms -(I-D.S), poseslly— odillerees for F" ang in Mo betmcben vty Ci) 15, thn, povel : N ceselt delle tas aed te : lihelsheed york de The dest dest ospin, The Neymen- Reaston 15h Gor Gajven hg felons pair differs Tum tte Bayerind winimeas fests only in tte chote of the threshold. endphon Testing with th Caussen Eveor y)> i) poly) = ZB (LEROY — a atte) a phere fe 65. ‘by (0Y/ 4-3 3 — ae ace caw pe le < i ae Sina Bes Nel, =ricelee oleate poi TTI Po CP oe Pot eae——— ath Wl = 6 Bice) tHe , a | PUY de) Ti oo Bee ae — foo help ee ene en ——__lachiterily , Sty oe) — 7 An olelevel Meyran—Pencton test, Ha, és 1 Sig tm ft ta pale ene : | The detechon Probert ote Sup os — a BCban)= (Sp (= Riyeged ty2-43 EE): ae bev ole Ake ts the WR, Foro Freed of, th Po is Rensbipe 2] — 7 Ha Sw d. This called te power of tedesh A _pasam ar This celabmsleis 1 Coiled Ha ne cesver_apacahiny Chacesbtndies eon u es PolBuels1-oertc-ai-a Dower at FIGURE II.D.4. Receiver operating characteristics (ROCs) for Neyman-Pearson : Tocation testing with Gaussian error (d= (ui — j40)/o).Zs ——ExonghD: The Binory Chammel, [Ln te previowtromplr, He protabh5 densit Rubpehinn S$ Cowliauwe and ther the Rundanige bee _____r'Sllnef_necessawy ; ee —PLBLY)> My Pol Y)) Sh <> RAL y) fo IVI o-Pel Y)) Sol, 2, i : RELI >No) Sol | For. Sehphtty, Ut us assume AotAc! A eA a => — =2G feet Sea il ec hee = — pat oer : yy Yeo hr 028 CMS, and on — Fp = " ——s fur Ae sks).a- 5d Pe Chup) = RIL) + F PU od =] Ae tt oaem LE 4, +a, ae if Ae § we] LOlun Anscaie ¢ a Bhp) sw heey PolLivi>-n) i-——4 ol FIGURE ILD.5. Curve for threshold and randomization selection for a binary channel ‘ > ‘ q ° — ——— ° Pe(Eyp) ee eeeILF Exercises 1. Find the minimum Bayes risk for the binary channel of Exam- ple LB.1, > Suppose ¥ is a random variable that, under hypothesis Hf, hes pat ef @/Aut+), Osysl poly) = { 0, otherwise. and, under hypothesis H, has paf 1, Os ys1 ily) = { 0, otherwise. () Find the Bayes rule and minimum Bayes risk for testing Ho versus Hy with uniform costs and equal priors. (&) Find the minimax rule and minimax risk for uniform costs. (c) Find the Neyman-Pearson rule and the corresponding detection probability for false-alarm probability a € (0,1). 3. Repeat Exercise 2 for the situation in which p, is given instead by rly) = PED eG, y eR,j =O, For parts (a) and (b) assume costs 0 iftms Cy=4 1, ifi=landj=0 3/4, ifi=0 andj ‘and for part (a) assume priors xo =1/4 and m = 3/4. .252 eu Multigle Hypothesis 7 Teshing The binary h theses kestiy c Can a extended ty _ Meary hh “s testibe with nee This cam be seen ‘often in ne. Te nee cieun ds patken tergetiicreeae Me M-0am, aco te franceniled,. Tiers eteone lassifreation de eT pm cal Althou h ow nen Pearson ‘Ceiderten Cambe fra zileyse Me ory ee test, c& not_pften used: 19_pr@ctree | Fa mere oil Leen, details * Lehmaary Et Tesh New Youle, | Thos Wiley, 1454_ More sens only, Msed isthe Seyes caterion || €o minvouipe he overage in'sk. Assure thet we re to decide < amon - SHE. dl the. M pscble hypoteses {He Hy-9 let (e,.-* gt he opedtiion af CO fae || adecisten mule Pee finer? | ben chooses Hs}. a =, Tie be He or ‘pebble - ot Hse a, eee oo2-53 ‘|The Bages nik 20-550 where Ci vs tte cost Lee Thea PUM tre [ye gys A whet pinks eT RUG) Boyei foal They ore {la_po stevior or & posterior’ prbebsiitess of tHe hypotheses Hs ns “Ya everace cost incut ted By choosing Ayperherss Hj given Y 24 - TtCan be proved simul to the Bayes fest (bine), thet te decison cule that mintewges CE TT) 1S to fini 329 = Gly) over Veo tery Mel, Consider the quant foten Costs; _ th ay= e ies ?2-5y <> He Mary Maxim o posterior,’ |___pababelty (a4 PD) clectsion ale. (When oll Ha priofpn bobiltis Th ace te Same, i@, Tye ap, offem-, . : eect Mex Py ly) __ oe (EM _ | So ra = _ pen — <> The Mes vy moxiwim Like hos Ehead. a] (ML) decion a =SIE ie Composite el Hype thes —— ¥l| thet we studied behve ace Ca re | dosh’ eee seach af Bt ad pe cpt — ik ee aetaeeenrnane | pin seme patties, each : Pym ype at called, ‘compass te - | An axemple of such composte-h igen ay i tows, where sm EA present, it has anknowm parameters HCrchas the | hime efomvele ( vele (related ty range ) Ts ia lamd. cts. Dppler - shefe (related t>_ aietes To hove a general ! : il ( malal, se cassie ash 2f pababilily dishibsiions on 1? taclenad by @ pasameler taking values sh o pesameter set A: _{ Py; = : Po isthe paki dishibuhion of the chsermb'on Giten thet 6 15 the drut pawameter The pecemeter values _vepoesent ° all possibls states ofaainee Beet ai2-$6 _ [hyp hears pote (D.B. D Ne fos} Za Genera ShoUA, base Aca At = od Jt || tamgen_of the parameter under ta te h po tesco al for Wa Boyesion fucomlehion, ace ame tey A | Httomsslered a_rancem _a_tondem U6 nab —____|in A_: @s@. pie andl of Voie Qed. We wish to meke a binary decivon about @ Fae spl ie conatler hom Maadten gad | Ler C14)99 be th cost of choo esi dletcscon t shen Yew Pg for a's Tot} and OLA : t |! foe odecisien cule d,. define. “condvhimel picks Rg 6»? Ee f CTSeyy, oF} en ——— : fer, _Eo envte exprsteline ofaming ot Il An auevase or. bases Fl risk Can be defi 0 _4057)-= EF Re Cy = land. Bayer cule <$ Ye one that mincorpes (TS).257 | He ne Fe fCLSy), OF = EECINY) WIOz0f Ws rE [efelunarlolt= fel al} fp tb sy the Cost of use cng g _averosed over Band YY ) Sach, “pibe ELE ECKCLBT pRB _|| we. chanse_5(Y) to be the 2D is minimtzed over S fF foreach yer? decision Hot pinata te pase cost alge #||Since FC) 3 citar o or 4, 0 Bayern ; fafa I ee sfeeTOa BIg} aa eeaegt that is tt a on a <<2-58 Hale Az Ae BA. and 2AM =4, Cons Consider oe —< tuheve (GEN; bye uy) denoles tHe Condi honal Prodeabilty thet @ Lies in Ay given Ye Y. Asians Yat “Conds Honel donuts ply Jae; | fos _j£0 ie ees |yey)= PUB PIBEAD = {: = pom rien patsy —[eye Lal Otay a pean —_|-—e Peale — aie bye rte ; = mple 1: 1 Tag Radhins of « Pink sa_ - ‘Seppe PIR yely, wT Te pas a “pe hy ype Atos F4§,——— TO WA se thee Acs posi ee constant, AL is orenden o,27) aud Woble c that = Gente are Ne, 6°) Faden ve lave mdependent of one anether aud © on YE Can b. + _ — LO noisy mensusement of the Conrdinates of " " lane cS ex a ainabo we! ‘a tHes's en Pamelor ia £ atte, Ai, actin oo fe FerAl) a As Jo &A[ 6:20 = Joelbey stesaloan] : a sity of YY given @ 20. is the Joint dewst of me Uaviohle 1 lent 6 4 neon by 0) cose d 0,402 Cespechvel, , i. os i oo 7 Pyles emp h-ECH oyfeayt, yen [here Fy, rE (4-6 se) 2(th- Sih net _ Prater fore — iourneneens ge seen erent a I Pe a_ 1 ¥) LCA ——————— ler c= — * $= ten Py 2 nerd Yn = sng pup EF (Magid cntor ti de =o 1 (Fr) : = fee v s_the ger th-orde: Cred Racal a Tl) ce monotone intevas ing a li 2 % <> 2’ <= Hee eis Ize AUC A PQ oe oe: 7 Beggs[Th there < no avaclable diste:bubsa- ao the Yara meter, Gn elyticel solubtons: a eten ophhul crclecin ave net cosy. oc . ae the Com of Mbymen= Peossen. won Foe tine dinjnink seb. Ao ond Ar. vee eae decision cule Sy we debine false anne anne SR. scans263 Rose) = FFF oer, Py (Bs) = Ee 20}, BCA, Suppose, GS im ~ the Neyraan ~ Pearson hm = cthek te _twish ste he-atiumed thet the fale = alarm probe. Ly doer mnt exceed a. : ee “tecbids Bevemcy 8A seb Petey orew othe Such a test ts celled a jiacbonls most power Gul (UMP) dest of level oe Althoush_ UMP tests ase dssiza Stihl they usually do net existe Th atinll, ty momimge | Poc¥; 6) Av all parometers ra With e Single — 5 whieh is —— C005 Base “ts Sats t ? € ™ pael “BEAL, the rest ol-Level text fv2-64 _lbheve “7 (possibly ia ~randonieye tien) obeten to give wise oo. a Pearson lemma, we know _ sem biol by Mcp ul so that n er el dest st adil haste smatiae || Let us chease we ¢ theron h Oond Then da test arth ¢ hove smatler power / vee lw Feu than ees batt! with cottal region ian ICand wee Versa) tnless these twa Crfhtal Cesgcons ave ascentially ishabial This fa te AP test cists ifaoude: onl leesion. Po the same Be agent (a avery sirens cond bien | = | Ecomple 2: UMP Testing, DE Lecati - || Gonaider phe parawetic Family of dish ASP 506A} where Po eWLO6) aad AER. ¢ The hy pothesis Pac 4s 8 a Ho: OF Me He: G>He- Us.