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4) Detecting different variances, probabilities of false alarm PFA and detection PM (20 pts.) Consider / measurements of i.i.d random variables ri, i = 1,
4) Detecting different variances, probabilities of false alarm PFA and detection PM (20 pts.) Consider / measurements of i.i.d random variables ri, i = 1, ..., N. The two hypotheses are: Hi : ri ~ N(0, of) for i = 1, .. ., N Ho : ri ~ N(0, 09) for i = 1, ..., N where 01 > 00. a) (5 pts) Find the likelihood-ratio test. b) (10 pts) Find an expression for the probability of false alarm, PFA. c) (5 pts) Express the probability of false alarm, PFA, and the probability of miss, PM, in terms of Q functions
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