Use of Wijsman's theorem for the ratio of maximal invariant densities in signal detection applications

Authors

Joseph R. Gabriel, Naval Undersea Warfare Center Division Newport
Steven M. Kay, University of Rhode Island

Document Type

Conference Proceeding

Date of Original Version

12-1-2002

Abstract

We apply Wijsman's theorem for the ratio of densities of the maximal invariant to signal detection applications. The method does not require the explicit use of a maximal invariant statistic or its density to derive the uniformly most powerful invariant (UMPI) test. We describe its use for common classes of detection problems and illustrate its use in examples. The analytic form of the representation provides new insight into the relationship between the UMPI and generalized likelihood ratio tests.

Publication Title, e.g., Journal

Conference Record of the Asilomar Conference on Signals, Systems and Computers

Volume

1

Citation/Publisher Attribution

Gabriel, Joseph R., and Steven M. Kay. "Use of Wijsman's theorem for the ratio of maximal invariant densities in signal detection applications." Conference Record of the Asilomar Conference on Signals, Systems and Computers 1, (2002): 756-762. doi: 10.1109/ACSSC.2002.1197281.