Likelihood Ratios and Applications
There are basically two reasons why likelihood ratios are important. First, many practical problems involve statistical testing of hypotheses. A good example is signal detection. Hypothesis testing almost always involves likelihood ratios. Second, in problems involving an infinite number of random variables, probability density functions no longer exist. Likelihood ratios can be used very much like probability density functions. In addition, they can be defined for an infinite number of random variables, while the ordinary probability density functions cannot be.
KeywordsLikelihood Ratio Probability Density Function White Gaussian Noise Sample Space Infinite Sequence
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