Estimation of the level sets for an unknown probability density is done with no specific assumed form for that density, that is, non-parametrically. Methods for tackling this problem are presented. Earlier research showed ...

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 ...

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 ...