Now showing items 11-12 of 12
A geometry for detection theory
The optimal detector for a binary detection problem under a variety of criteria is the likelihood ratio test. Despite this simple characterization of the detector, analytic performance analysis in most cases is difficult ...
Practical and effective methods of simulation based parameter estimation for multidimensional data
In 1983, Atkinson, Bartoszynski, Brown, and Thompson proposed a method of parameter estimation referred to as "simulation based estimation", or SIMEST. SIMEST is closely related to maximum likelihood, in that both methods ...