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Comparison of the scan and the average likelihood ratio in Gaussian mean regression

Comparison of the scan and the average likelihood ratio in Gaussian mean regression

Paperback

Probability & Statistics

ISBN10: 3668240558
ISBN13: 9783668240551
Publisher: Grin Verlag
Published: Jul 26 2016
Pages: 64
Weight: 0.21
Height: 0.15 Width: 5.83 Depth: 8.27
Language: English
Master's Thesis from the year 2013 in the subject Mathematics - Stochastics, grade: 1.3, University of Göttingen (Institut für Mathematische Stochastik), language: English, abstract: The present thesis is devoted to the problem of detecting a signal with an unknown spatial extent against a noisy background. This is modelled within the framework of Gaussian mean regression. We compare performances of the maximum likelihood ratio (scan) statistic, the average likelihood ratio statistic and penalized scan statistic in detecting a signal with both unknown amplitude and length. The work contains theoretical as well es application results.

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