1、d9 % I 0 Lv L E L i )ij j iPH H H HV U H qNeyman-Pearson YV K | I n pq p q Hh V ?KD_ !9ZE|%Bp q7 P 6Bp qKlbNeyman-Pearson 4 P(H1;H0)% ,%V U H0 :x0“w0 H1 :x0“s0+w0 s0=1, w0 jN(0,1) |_5 H0 H1 V AT P(H1;H0)q PFAV UY |Bl a V ?3 vY f b !9KD_ !E P 6Bp qP(H0 ;H1) KlN P 1P(H0 ;H1)Kvz P(H1 ;H1) |_5_q PDV Ub
2、N Neyman-Pearson(NP)ZE HqPFA “P(H1;H0)“% P PD“P(H1 ;H1) KvbB_ _ “ 4 “x0,x1, ,xN-1 H0 H1 BV V ? “ % b 7 R1 RNB “5 R1 %H1 “b R1“x: H1 H0d9 7 RN % H0“ R1“ R0“x: H0 H1A R0 UR1 “RNB_ 10(; )FARPpxHdx= = d9%A _ T R1“ “ 14 PKv R1“bd9_ bKv KD b11(; )DRPpxHdx=L !_d9 vd9E =_d9 (T(x) K ( )_ ,L ! (H0). 2L !L ! (
3、H1)|. 2L ! |i %B p ( H0 H1 ) (FA)= p ( H1 H0 ) P (M)A _ (% ) q (PFA)= p q )()(; )(; )()DFAxL xPpxHLxpxHPpxHdxL xxHH=“ /FZNBO1FBSTPOB1 P Kv % K pbf 1 B V ? V ?1b T 1_ -JLFMJIPPESBUJPUFTU -35Neyman-Pearson L % 4 R101(),()p xH pxHWGN DC 2012011212023.2: 0,1, , 1: 0,1, , 1 ( 0), (0, ):0:11exp ( )NnLHxn
4、wn n NHxn Awn n Nsn AA wn NPDFHHAxn A=+ = =nullnull/I nBB|_5|i L= ( _yNN“V U o 211210exp NnHxn=/H WGN DC 221220210100112 ln1 ln21,(0, ),()(, ),NnNnNnFA FA DNNAxnNAAxnNNANP x nNPPPNHTxNA H =+= H | eVn _ |“ ( K 1 bYV e v K h H9h / _ ? L !/_d9 Hq/Hq/WGN DC ( )()()()()()222120/1/21/1/,Pr ( ) ; Pr ( ) ;
5、FAFANADNFANQ P ADFANFAPTxHQPTxHQQPNPQ QQPP= /“ /“ V p K“/“Vn _ ? 9 | ? . 21 TJHOBMFOFSHZUPOPJTFSBUJP ) (; ) ( )var( ; )0() )DFAETH ETHdTHdPQQP d=L !_5 ( M 5b L !Y _d9 ( Mb5 Y _ _ ? M“ EFGMFDUJPODPFGGJDJFOUE “ H V d.1 4/3 b - ) VwyN_ ? M“ MbL3.3ZM WGN DC _#ZM 0 L ! PDF YV9t (i sd9 V sd9 c S % 11, )i
6、O9K1 us L !b lT+9 NP_ _ ? 6BZE PD PFA1“ wL b wL B K (PFAPD)bYV wL Vb 9F PFAhl PD9“hlQg bN wL lT+receiver operating characteristic,ROCROC wL9 45L g; %_ b( )()()( )22/1222222,0,45FANADNDFAPQPQP QQ P dNAddROCd=null“X wLL/Klp q t_5 L ! q L ! V ?53Yb5 qZEL !_= ZEb 9 = ZE L5PDF,PDF t V ? 01 1001 1 10 0Pr
7、, Pr , (|)()(|)()(|)(; ) ( | )eeij j iij i j j ijjiePPHH HHPH H PH PH H PHPH H H HPH H PH H H HHHHP+lp q “ “ H Hq qbi/1ZE uYb - H q7 V ? T LbL4 q kT BTHq/ q P5eP pV aF 39p b “ 1 !9_ P KlbKlp q01011101()(| )(| ) ( )(| ) (| )(| )eiPPHpxHpxH PHHpxH pxHHpxH=Kl _ VT= _ B+ bT K 5 q bTL5 qM * N4 vHq L ! P
8、KvL ! J Kv _ L= KvHq _ bWGN DC _ -Kl Pe5201201011212023.5: 0,1, , 1: 0,1, , 10, (0, ) 0 ( ( )()()1/2,exp ( )eeNnLHxn wn n NHxn Awn n NAwnN sn snA OKPH PH Pxn A=+ = =nullnull/ /_5 3Y5 ? o eY“d bL P Kl l T 221210121011xp 2 0/2,NnNnxnAxnNAxA= + “5 ) b | T 5 ) b“ K ?9 _ T/15 B“bWGN DC _ -Kl Pe5220101 10
9、102(0, ),(, ),( | ) ( | )Pr / 2 | Pr( / 2| )1/()1 (),/NeNeeNHPxNA HPPHHPHHxA H xA HQQNNQx QxPNA= += Hq/ i Hq/yN “ “ K/“2p q 2() M“ 9F7hbWGN DC _ -Kl Pe511 0 0111 0 010 1(| )( ) (| )( )(| )( )(|)()()() (| )( ) (| )( )(|) (|),eiiiePpxH PH pxH PHHpxH PHPH xpxpxpx pxH PH pxH PHPH x PH x H PDFP=+Kl _ 6B
10、T5 b = Ts LL !1b BBBy0 VyN T 4 PKvL ! b 5 q P Kl_ Kv q NBYJNVNBQPTUFSJPS JQSPCBCJMJUZ .“1_ b5 qM H.“1_ e.-_ b5 q %Y I 1/20.6 $ $= B110000 11 01 1010 00 01 1110 00 010011() ( | )( )0, 1,()()(| )(| ) ( )ejiij i j jijePHHRREC CPHHPHCC CC RPCCCCCCPHpxHpxH C C P= = =JKKl 5w+FF P1 Kl %?5 P “ 5B 1 P Kv V P
11、 KlbyN P1Kl %?5 T5 b L !_ P qKv %?5b.“1?5 VN PMO K(| ) (| )kikPxH PxH i kHMvbT5 qM * 5 b L !_Kv %?5bWGN DC (N=1)01220120123.6: 0,1, , 1: 0,1, , 1: 0,1, , 10, (0, ) ( ) ( ) ( ) 1/3,10 / 2/2 0 /2:0 /2LHxn Awn n NHxn wn n NHxn Awn n NA wn N PH PH PHNHx AHAxAHx A=+ = =+ = =nullnullnullL L !BL* Kv ?5b I n f A
