Name
Title | ||
|---|---|---|
On the optimality of likelihood ratio test for prospect theory based binary hypothesis testing. |
Abstract | ||
|---|---|---|
In this letter, the optimality of the likelihood ratio test (LRT) is investigated for binary hypothesis testing problems in the presence of a behavioral decision-maker. By utilizing prospect theory, a behavioral decision-maker is modeled to cognitively distort probabilities and costs based on some weight and value functions, respectively. It is proved that the LRT may or may not be an optimal deci... |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1109/LSP.2018.2877048 | IEEE Signal Processing Letters |
Keywords | Field | DocType |
Testing,Bayes methods,Minimization,Random processes | Decision rule,Mathematical optimization,Optimal decision,Likelihood-ratio test,Prospect theory,Minification,Binary hypothesis testing,Mathematics,Bayesian probability | Journal |
Volume | Issue | ISSN |
25 | 12 | 1070-9908 |
Citations | PageRank | References |
1 | 0.37 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sinan Gezici | 1 | 682 | 66.18 |
| Pramod K. Varshney | 2 | 6689 | 594.61 |