Title

A new random variable normalizing transformation with application to the GLRT

Document Type

Article

Date of Original Version

2-1-2018

Abstract

A means of converting a random variable into an approximate standard normal is described. It is an extension of the transformation inherent in the use of the exponential embedded family approach to multifamily likelihood ratio testing, which helps explain why the transformation employed corrects the deficiencies of the generalized likelihood ratio test.

Publication Title

IEEE Signal Processing Letters

Volume

25

Issue

2

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