A generalized likelihood ratio formula: Arbitrary noise statistics for doubly composite hypotheses (Corresp.)
Sang Lee, Loren W. Nolte, Charles P. Hatsell · IEEE Transactions on Information Theory · 1977
A relationship between the likelihood ratio and a generalized causal conditional mean estimator is presented for the doubly composite hypotheses problem. The observation statistics are arbitrary and need not be Gaussian. The relationship parallelsthe well-known relationship for the Gaussian noise and composite signal hypothesis case, and the likelihood ratio can still be viewed as an estimator-correlator operation.