Likelihood Ratios and Applications

  • Eugene Wong
Part of the Springer Texts in Electrical Engineering book series (STELE)


There are basically two reasons why likelihood ratios are important. First, many practical problems involve statistical testing of hypotheses. A good example is signal detection. Hypothesis testing almost always involves likelihood ratios. Second, in problems involving an infinite number of random variables, probability density functions no longer exist. Likelihood ratios can be used very much like probability density functions. In addition, they can be defined for an infinite number of random variables, while the ordinary probability density functions cannot be.


Likelihood Ratio Probability Density Function White Gaussian Noise Sample Space Infinite Sequence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 1983

Authors and Affiliations

  • Eugene Wong
    • 1
  1. 1.Department of Electrical Engineering and Computer SciencesUniversity of CaliforniaBerkeleyUSA

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