Tail hypotheses in the signal plus noise model

Abram Kagan and Lawrence A. Shepp

Statistics & Probability Letters, 1999, vol. 43, issue 3, 317-319

Abstract: Based on an infinite sequence of observations Yn=Xn+an, n=1,2,... with independent identically distributed random variables X1,X2,... with known distribution representing noise and constants a1,a2,... representing signal, it is impossible to distinguish with zero error probabilities the class of signals with infinite power [short parallel]a[short parallel]2=a12+a22+... from the noise (a=0).

Keywords: Tail; hypothesis; Zero; error; probability (search for similar items in EconPapers)
Date: 1999
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