Accession Number : ADA019792
Title : A Generalized Representation Theorem with Applications to Estimation and Hypothesis Testing.
Descriptive Note : Interim rept.,
Corporate Author : WASHINGTON UNIV ST LOUIS MO DEPT OF SYSTEMS SCIENCE AND MATHEMATICS
Personal Author(s) : Dunn,Keh-Ping ; Rhodes,Ian B.
Report Date : OCT 1973
Pagination or Media Count : 12
Abstract : The simple notion of relative conditional expectation is combined with Girsanov's Theorem and, in places, the Ito differential rule to provide a direct and attractive approach to hypothesis testing and detection, estimation, and representation theorems. (Author)
Descriptors : *Estimates, Circuit analysis, Theorems, Hypotheses, Random variables, Stochastic processes, Measure theory
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE