2. Decision-making criteria
Statistical decision theory is classically designed to solve problems of choice between several hypotheses. When the number of hypotheses is finite, we speak of "detection"; when the number of hypotheses is infinite, we speak of "estimation". We will discuss these two points in the following paragraphs.
The starting point is an observation X that summarizes the elements available to make the decision. It will therefore be a point in the observation space Ω. The observation is assumed to be distributed over Ω according to a probability density p j (x ) in the case of the hypothesis noted H j . The aim of decision theory (figure 1...
Exclusive to subscribers. 97% yet to be discovered!
Already subscribed? Log in!
Decision-making criteria
Appendix: MiniMax criteria
Article included in this offer
"Signal processing and its applications"
(
157 articles
)
Updated and enriched with articles validated by our scientific committees
A set of exclusive tools to complement the resources
