Solution-Find the upper bound on the roc for a pf

Find the upper bound on the roc for a pf

Reference no: EM131549871

Question: In composite-hypothesis testing, we can obtain an upper bound on the test performance by assuming that the receiver first measures the unknown parameters perfectly and then design the optimum likelihood ratio test. Such a bound is called a perfect measurement bound. The ROC of any test will be bounded by the ROC of this fictitious perfect measurement test. Given that under H0 the observation Z is N(O, σ₀²) and under H1, Z is N(0, σ_i²) with σ1 > σ0, find the upper bound on the ROC for a PF of 10^-1 and determine if a UMP test exists.

Reference no: EM131549871

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Find the upper bound on the roc for a pf

Reference no: EM131549871

Reference no: EM131549871

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