Accession Number : ADA004781
Title : Admissible Means and Likelihood Ratios of Time Series.
Descriptive Note : Interim rept. 1 Aug 73-1 Aug 74,
Corporate Author : CALIFORNIA UNIV RIVERSIDE DEPT OF MATHEMATICS
Personal Author(s) : Rao,M. M.
Report Date : NOV 1974
Pagination or Media Count : 64
Abstract : If a time series arises from an additive model, representing the output of a communication channel with a 'sure' signal and a noise, consider the class of all admissible signals for the same noise. Here admissibility means that there is a nontrivial statistical test theory to distinguish between no signal and a nonzero signal. In this report geometrical properties of the set of admissible signals are studied because they are useful in the channel design.
Descriptors : *Signal processing, *Time series analysis, White noise, Stochastic processes, Probability density functions, Measure theory, Theorems
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE