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The Likelihood Ratio Test 

Barry Van Veen
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The likelihood ratio test maximizes the probability of correctly deciding hypothesis H_1 is true for any given probability of deciding H_0 is false when the hypotheses are both simple. Example showing the likelihood ratio test for a known signal in noise is a matched filter.

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16 сен 2024

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Комментарии : 23   
@nhuphan6969
@nhuphan6969 Год назад
I don't think I can understand LRT just with one video like this!!! Amazing video! Thank you for doing this. Your writing is so neat as well ! Thanks again.
@hihihi5367
@hihihi5367 11 месяцев назад
Wow! Thanks for the video, I was struggling making sense of what my instructors were trying to explain during lecture, but this video made everything extremely clear. Thank you!!
@fakhtehsiavoshi9818
@fakhtehsiavoshi9818 2 года назад
It was fantastic I can't believe I understand this topic finally after one week. You helped me a lot. Thanks.
@allsignalprocessing
@allsignalprocessing 11 лет назад
Sorry for the slow reply. Normally you would vary the threshold to get the ROC, and if the pdfs of your test statistic under each hypothesis are unknown, then you can use simulations - run a large number of random simulations when each hypoth is true and then use that one set with your varying threshold to find the fraction of each exceeding the threshold to get the ROC. Be careful near the endpoints though as getting those probabilities with simulation is tricky.
@HaVuong2023
@HaVuong2023 10 лет назад
I like your teaching. Thanks
@allsignalprocessing
@allsignalprocessing 11 лет назад
yes, L and L' are different symbols for the likelihood ratio. L' is NOT the derivative of L.
@ozairkamal1022
@ozairkamal1022 8 лет назад
Variable Parameter Standard Error Intercept 0.34 0.29 Travel Time (in Minutes) -0.039 0.01 Travel Costs (In €) -0.175 0.02 Observations 500 Null Log-Likelihood (𝑙𝑛L0) -510 Final Log-Likelihood (𝑙𝑛L1) -500 a) Write down the logistic regression equation. b) Interpret the estimated coefficients. c) What is the probability of car use, if he needs 10 Minutes to go to work and the cost for this is one Euro? d) Perform a Likelihood-Ratio test (=0.01) in order to decide on the overall goodness of the model. e) For additional points: How can you interpret the ratio of the coefficient of travel time to the coefficient of travel cost NOTE: THIS QUESTION IS LOGESTIC REGRESSION please "Barry van veen" can you solve this question for me. i'm a student and day after tomorrow i've to submit my homework and i dont know how to solve this question especially part D and E
@jmsescribano
@jmsescribano 3 года назад
Ja
@samsayn5170
@samsayn5170 3 года назад
what a jerk
@rohanghige
@rohanghige 11 лет назад
Such a nice explaination. I am becoming fan of your teaching.. :)
@RickCorp
@RickCorp 11 лет назад
You are using prime as a notation and not a derivative?
@ispeakfactslol
@ispeakfactslol 2 года назад
Thank you sir.
@jiamingxie4781
@jiamingxie4781 6 лет назад
Very nice explanations!
@umehabiba2666
@umehabiba2666 4 года назад
Likelyhood ratio and generalized likelyhood ratio are same or not?
@copernicus99
@copernicus99 7 лет назад
Nice lecture. Could you please direct me to a site which will calculate d-prime from the hit and false alarm rates? Thanks.
@boostan66
@boostan66 10 лет назад
Very well explained!
@hayaeman6583
@hayaeman6583 4 года назад
Excuse me... How type one error effect likelihood ratio test?.. Can you plz tell me
@TheOneT1
@TheOneT1 3 года назад
Thank you sir
@hebaomar7535
@hebaomar7535 10 лет назад
thank you for great explanation , can you send me the executable code for this explanation
@alhazen93
@alhazen93 11 лет назад
thank u, very good explanation
@ltbd78
@ltbd78 8 лет назад
Thank you
@Ms151084
@Ms151084 10 лет назад
how come I cannot play this video?
@thisSreal
@thisSreal 10 лет назад
Great Teaching :-) !!!
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