The joint probability matrix is the matrix of joint

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Unformatted text preview: han the original pair depends on considerations not modeled here. So far, we have discussed decision rules in general. But which decision rule should be used? The two most widely used methods for coming up with decision rules are described next. Each decision rule has a corresponding pair pfalse alarm and pmiss . The philosophy we recommend for a given realworld application is to try to evaluate the pair of conditional error probabilities (pfalse alarm , pmiss ) for multiple decision rules and then make a final selection of decision rule. 2.11.1 Maximum likelihood (ML) decision rule The ML decision rule declares the hypothesis which maximizes the probability (or likelihood) of the observation. Operationally, the ML decision rule can be stated as follows: Underline the larger 2 Use of “false alarm” is common in the signal processing literature. This is called a “type I error” in the statistics literature. The word “miss” is used in the signal processing literature for the other ty...
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This note was uploaded on 02/09/2014 for the course ISYE 2027 taught by Professor Zahrn during the Spring '08 term at Georgia Tech.

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