DocumentCode
924175
Title
Conditional mean estimates and Bayesian hypothesis testing (Corresp.)
Author
Schwartz, Stuart C.
Volume
21
Issue
6
fYear
1975
fDate
11/1/1975 12:00:00 AM
Firstpage
663
Lastpage
665
Abstract
For conditional probability density functions (pdf\´s) drawn from the exponential family, it is shown that the marginal pdf is completely determined by a posterior conditional mean estimate (CME). This result implies that likelihood ratios involving these marginals have the estimator-correlator structure in the following sense: if the noise is drawn from an exponential pdf, then independent of the signal (prior pdf), the optimum detector correlates the estimate with the data. A generalization of Esposito\´s result on "pseudoestimates" is also given.
Keywords
Bayes procedures; Parameter estimation; Probability functions; Signal detection; Analog-digital conversion; Bayesian methods; Gaussian processes; Laplace equations; Noise level; Probability density function; Quantization; Signal processing; Signal to noise ratio; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1975.1055462
Filename
1055462
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