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