Simultaneous Detection and Estimation: The Use of Sufficient Statistics and Reproducing Probability Densities.
MICHIGAN UNIV ANN ARBOR COOLEY ELECTRONICS LAB
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The problem considered postualtes two mutually exclusive and exhaustive statistical hypotheses, under each of which the probability distribution on the observation space is known except for conditional to a finite-dimensional parameter. The parameters may or may not have common components, and are considered as random variables and assigned a priori probability density functions. It includes the standard signal-detection problem where either the signal, or the noise, or both, may contain uncertain parameters. Modified author abstract
- Statistics and Probability