• 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