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0answers
12 views

Why can't we use the Neyman-Pearson likelihood ratio directly?

If you have a bunch of events and would like to choose a cut to distinguish background and signal, you can take the likelihood ratio $$ \lambda(\vec x) = \frac{f(\vec x| s)}{f(\vec x| b)} $$ and the ...
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1answer
178 views

Products of Gaussian stochastic process variables

In the classic experimental physics text "Statistical Theory of Signal Detection" by Carl. W. Helstrom, Chapter II, section 4 concerns Gaussian Stochastic Processes. Such a process is observed at ...