The Geometry of Generalized Likelihood Ratio Test

The generalized likelihood ratio test (GLRT) for composite hypothesis testing problems is studied from a geometric perspective. An information-geometrical interpretation of the GLRT is proposed based on the geometry of curved exponential families. Two geometric pictures of the GLRT are presented for...

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Detalles Bibliográficos
Autores principales: Cheng, Yongqiang, Wang, Hongqiang, Li, Xiang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Communication
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9778103/
https://www.ncbi.nlm.nih.gov/pubmed/36554189
http://dx.doi.org/10.3390/e24121785

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9778103/
https://www.ncbi.nlm.nih.gov/pubmed/36554189
http://dx.doi.org/10.3390/e24121785

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