Title :
On the robust discrimination of Poisson random counting measures (Corresp.)
Author :
Sadowsky, John S.
fDate :
5/1/1987 12:00:00 AM
Abstract :
Statistical decisions are considered between two hypotheses which consist of classes of Poisson distributions for random counting measures. Each Poisson distribution is generated by an intensity measure on a general observation space. The classes are specified by Choquet capacity bounds on the intensity measures. This problem was first posed and studied by Geraniotis and Poor. A minimax Neyman-Pearson result for error probability performance is the main contribution. Recursive computation of the minimax test statistic is also investigated.
Keywords :
Decision making; Minimax methods; Poisson processes; Robustness; Approximation error; Art; Autocorrelation; Eigenvalues and eigenfunctions; Equations; Polynomials; Robustness; Stability; Symmetric matrices; Vectors;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1987.1057311