Tail hypotheses in the signal plus noise model

Based on an infinite sequence of observations Yn=Xn+an, n=1,2,... with independent identically distributed random variables X1,X2,... with known distribution representing noise and constants a1,a2,... representing signal, it is impossible to distinguish with zero error probabilities the class of signals with infinite power [short parallel]a[short parallel]2=a12+a22+... from the noise (a=0).

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Year of publication:	1999
Authors:	Kagan, Abram ; Shepp, Lawrence A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 3, p. 317-319
Publisher:	Elsevier
Subject:	Tail hypothesis Zero error probability

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254744