Let Y be the observation rv for a binary detection problem, let y be the observed sample value. Let v = f(y) be a sucient statistic and let V be the corresponding random variable. Show that the...




Let Y be the observation rv for a binary detection problem, let y be the observed sample value. Let v = f(y) be a sucient statistic and let V be the corresponding random variable. Show that the likelihood ratio,
(y), is equal to pV/H(f(y)|1)/pV|H
(f(y)|0). In other words, show that the likelihood ratio of a sucient statistic is the same as the likelihood ratio of the original observation.



May 08, 2022
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