Solution Manual For An Introduction To Signal Detection and Estimation - Vincent Poor
Solution Manual For An Introduction To Signal Detection and Estimation - Vincent Poor
xyz/solution-manual-signal-detection-and-estimation-poor/
Exercise 2:
The likelihood ratio is given by
3
L(y) = , 0 ≤ y ≤ 1.
2(y + 1)
a. With uniform costs and equal priors, the critical region for minimum Bayes error is
given by {y ∈ [0, 1]|L(y) ≥ 1} = {y ∈ [0, 1]|3 ≥ 2(y + 1)} = [0, 1/2]. Thus the Bayes rule
is given by
1 if 0 ≤ y ≤ 1/2
δB (y) = .
0 if 1/2 < y ≤ 1
The corresponding minimum Bayes risk is
1 1/2 2 1
11
r(δB ) = (y + 1)dy + dy = .
2 0 3 1/2 24
b. With uniform costs, the least-favorable prior will be interior to (0, 1), so we examine
the conditional risks of Bayes rules for an equalizer condition. The critical region for the
Bayes rule δπ0 is given by
π0
Γ1 = y ∈ [0, 1] L(y) ≥ = [0, τ ],
1 − π0
where
1
if 0 ≤ π0 ≤ 37
τ = 1
2
3
π0
−5 if 37 < π0 < 35 .
0 if 37 ≤ π0 ≤ 1
Thus, the conditional risks are:
if 0 ≤ π0 ≤ 7
3
τ
2 1
2τ τ 3
R0 (δπ0 ) = (y + 1)dy = 3 2
+1 if 7
< π0 < 35 ,
0 3 0 if 3
7
≤ π0 ≤ 1
and
1
0 if 0 ≤ π0 ≤ 37
R1 (δπ0 ) = dy = 1 − τ if 37 < π0 < 35 .
τ
1 if 37 ≤ π0 ≤ 1
1