Wald test for complex-valued data Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Likelihood Ratio Test for Linear RegressionNeyman-Pearson lemma. Doubt on the text of the lemmaDerive a hypothesis test ZClarifying how to compute Type I and Type II errorsHypothesis testing: Problem in finding the power of the testFind a $95%$ confidence interval for $θ$ based on inverting the test statistic statistic $hatθ$Most powerful hypothesis testFinding the uniformly most powerful invariant testBasics of Bayesian hypothesis testingAsking for book recommendations about Statistics and Hypothesis testing
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Wald test for complex-valued data
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)Likelihood Ratio Test for Linear RegressionNeyman-Pearson lemma. Doubt on the text of the lemmaDerive a hypothesis test ZClarifying how to compute Type I and Type II errorsHypothesis testing: Problem in finding the power of the testFind a $95%$ confidence interval for $θ$ based on inverting the test statistic statistic $hatθ$Most powerful hypothesis testFinding the uniformly most powerful invariant testBasics of Bayesian hypothesis testingAsking for book recommendations about Statistics and Hypothesis testing
$begingroup$
Let $mathbfx = [x_1,ldots,x_N] in mathbbC^N$ be a set of complex-valued data and let $p(mathbfx;alpha)$ their joint probability density function parametrized by the unknown complex scalar $alpha in mathbbC$. Suppose now to have the following composite hypothesis testing problem:
beginequation
H_0: alpha = 0quad mathrmvs.quad H_1: alpha neq 0.
endequation
I'm trying to derive a Wald-type test directly on the complex field, but I'm having some problems. In particular, which is the asymptotic distribution of a "complex" Wald test?
Can anyone suggest me some works on complex-valued hypothesis testing problems (and, in particular on complex-valued Wald statistics) ?
probability complex-analysis probability-distributions complex-numbers hypothesis-testing
asked Mar 26 at 16:22
VukVuk
818
$endgroup$
add a comment |
$begingroup$
Let $mathbfx = [x_1,ldots,x_N] in mathbbC^N$ be a set of complex-valued data and let $p(mathbfx;alpha)$ their joint probability density function parametrized by the unknown complex scalar $alpha in mathbbC$. Suppose now to have the following composite hypothesis testing problem:
beginequation
H_0: alpha = 0quad mathrmvs.quad H_1: alpha neq 0.
endequation
I'm trying to derive a Wald-type test directly on the complex field, but I'm having some problems. In particular, which is the asymptotic distribution of a "complex" Wald test?
Can anyone suggest me some works on complex-valued hypothesis testing problems (and, in particular on complex-valued Wald statistics) ?
probability complex-analysis probability-distributions complex-numbers hypothesis-testing
asked Mar 26 at 16:22
VukVuk
818
$endgroup$
add a comment |
$begingroup$
Let $mathbfx = [x_1,ldots,x_N] in mathbbC^N$ be a set of complex-valued data and let $p(mathbfx;alpha)$ their joint probability density function parametrized by the unknown complex scalar $alpha in mathbbC$. Suppose now to have the following composite hypothesis testing problem:
beginequation
H_0: alpha = 0quad mathrmvs.quad H_1: alpha neq 0.
endequation
I'm trying to derive a Wald-type test directly on the complex field, but I'm having some problems. In particular, which is the asymptotic distribution of a "complex" Wald test?
Can anyone suggest me some works on complex-valued hypothesis testing problems (and, in particular on complex-valued Wald statistics) ?
probability complex-analysis probability-distributions complex-numbers hypothesis-testing
asked Mar 26 at 16:22
VukVuk
818
$endgroup$
Let $mathbfx = [x_1,ldots,x_N] in mathbbC^N$ be a set of complex-valued data and let $p(mathbfx;alpha)$ their joint probability density function parametrized by the unknown complex scalar $alpha in mathbbC$. Suppose now to have the following composite hypothesis testing problem:
beginequation
H_0: alpha = 0quad mathrmvs.quad H_1: alpha neq 0.
endequation
I'm trying to derive a Wald-type test directly on the complex field, but I'm having some problems. In particular, which is the asymptotic distribution of a "complex" Wald test?
Can anyone suggest me some works on complex-valued hypothesis testing problems (and, in particular on complex-valued Wald statistics) ?
probability complex-analysis probability-distributions complex-numbers hypothesis-testing
probability complex-analysis probability-distributions complex-numbers hypothesis-testing
asked Mar 26 at 16:22
VukVuk
818
asked Mar 26 at 16:22
VukVuk
818
asked Mar 26 at 16:22
VukVuk
818
asked Mar 26 at 16:22
VukVuk
818
asked Mar 26 at 16:22
VukVuk
818
818
add a comment |
add a comment |
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