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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...
Autores principales: | Cheng, Yongqiang, Wang, Hongqiang, Li, Xiang |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
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Materias: | |
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 |
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