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Map Hypothesis Practice Problem, Exercises of Probability and Statistics

A probability practice problem for MAP hypothesis

Typology: Exercises

2018/2019

Uploaded on 04/15/2019

thu19325
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APMA 3100, Class Work 25 - Section 11.2 1
1. The noise voltage in a radar detection system is a Gaussian (0,1) random variable N.
When a target is present, the received signal is X= 6 + Nvolts, a Gaussian (6,1)
random variable. Otherwise, the received signal is X=Nvolts.
Periodically, the detector performs a binary hypothesis test with null hypothesis H0: no
target is present, and alternative hypothesis H1: a target is present.
The acceptance sets for the test are A0={Xx0}and A1={X > x0}. The probability
of a target is P[H1]=0.05.
For the MAP hypothesis test, answer the following questions.
(a) Find the decison threshold x0=xMAP.
(b) Find the probability of a false alarm PFA.
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APMA 3100, Class Work 25 - Section 11.2 1

  1. The noise voltage in a radar detection system is a Gaussian (0, 1) random variable N. When a target is present, the received signal is X = 6 + N volts, a Gaussian (6, 1) random variable. Otherwise, the received signal is X = N volts. Periodically, the detector performs a binary hypothesis test with null hypothesis H 0 : no target is present, and alternative hypothesis H 1 : a target is present. The acceptance sets for the test are A 0 = {X ≤ x 0 } and A 1 = {X > x 0 }. The probability of a target is P [H 1 ] = 0.05. For the MAP hypothesis test, answer the following questions. (a) Find the decison threshold x 0 = xMAP.

(b) Find the probability of a false alarm PFA.

APMA 3100, Class Work 25 - Section 11.2 2

(c) Find the probability of a miss PMISS.