The mean and variance of the likelihood ratio criterion for the multinomial distribution

Metrika ◽  
1979 ◽  
Vol 26 (1) ◽  
pp. 57-61 ◽  
Author(s):  
K. Hutcheson ◽  
N. I. Lyons
Keyword(s):  
Likelihood Ratio ◽  
Multinomial Distribution ◽  
Likelihood Ratio Criterion ◽  
Ratio Criterion ◽  
Mean And Variance ◽  
The Mean

scholarly journals The optimum processing of clipped signals: an approach based an a likelihood ratio statistic

1983 ◽  
Vol 24 (3) ◽  
pp. 262-278
Author(s):  
R. G. Keats ◽  
Winifred Frost ◽  
Annette Dobson
Keyword(s):  
Likelihood Ratio ◽  
Computer Simulations ◽  
Taylor Expansion ◽  
Likelihood Ratio Statistic ◽  
Optimum Processing ◽  
Mean And Variance ◽  
Ratio Approach ◽  
The Mean

AbstractThe likelihood ratio approach to the detection of small signals in the presence of noise is investigated in the case where the available data have been clipped. The statistic obtained is the ratio of orthant probabilities and appears intractable; accordingly an approximation to this statistic is developed by truncating an appropriate Taylor expansion. Approximations are obtained for the mean and variance of this modified statistic and compared with those obtained from computer simulations.

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