Optimal probability-of-error thresholds and performance for two versions of the sign detector

Expressions are obtained for specifying the optimal error probability (minimum P_e) thresholds λ₀₁ and λ₀₂ for the traditional and modified sign detectors, respectively. These thresholds are shown to depend on the parameters p, P₁, and M where: M is the number of observations z_i used in the test statistic; P₁=P(H₁ ) is the prior probability for hypothesis H₁ that signal s₁ is present and 1-P₁ =P(H₀) corresponds to the hypothesis H₀ that signal s₀ is present; and p=Pr{z_i⩾0|H₁} with s₀=0 for the traditional sign detector and p=Pr{z_i⩾λ|H₁ }=Pr{z_i<λ|H₀} with λ =(s₀+s₁)/2 for the modified sign detector. The expressions for λ₀₁ and λ₀₂, are given explicitly, and shown to be independent of P₁ for sufficiently large M. Optimal P_e versus M performance curves, corresponding to both versions of the sign detector, are obtained for a representative range of values for p and P₁