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Separating Function Estimation Tests: A New Perspective on Binary Composite Hypothesis Testing

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5 Author(s)
Ali Ghobadzadeh ; Department of Electrical and Computer Engineering, Queen's University, Kingston, Canada ; Saeed Gazor ; Mohammad Reza Taban ; Ali Akbar Tadaion
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In this paper, we study some relationships between the detection and estimation theories for a binary composite hypothesis test H0 against H1 and a related estimation problem. We start with a one-dimensional (1D) space for the unknown parameter space and one-sided hypothesis problems and then extend out results into more general cases. For one-sided tests, we show that the uniformly most powerful (UMP) test is achieved by comparing the minimum variance and unbiased estimator (MVUE) of the unknown parameter with a threshold. Thus for the case where the UMP test does not exist, the MVUE of the unknown parameter does not exist either. Therefore for such cases, a good estimator of the unknown parameter is deemed as a good decision statistic for the test. For a more general class of composite testing with multiple unknown parameters, we prove that the MVUE of a separating function (SF) can serve as the optimal decision statistic for the UMP unbiased test where the SF is continuous, differentiable, positive for all parameters under H1 and is negative for the parameters under H0. We then prove that the UMP unbiased statistic is equal to the MVUE of an SF. In many problems with multiple unknown parameters, the UMP test does not exist. For such cases, we show that if one detector between two detectors has a better receiver operating characteristic (ROC) curve, then using its decision statistic we can estimate the SF more ε-accurately, in probability. For example, the SF is the signal-to-noise ratio (SNR) in some problems. These results motivate us to introduce new suboptimal SF-estimator tests (SFETs) which are easy to derive for many problems. Finally, we provide some practical examples to study the relationship between the decision statistic of a test and the estimator of its corresponding SF.

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IEEE Transactions on Signal Processing  (Volume:60 ,  Issue: 11 )