Consider a signal detection problem involving two hypotheses: H₁ : X = W and where H₁ : X = 8 + W, Ton || is a known signal vector, and W is a vector consisting of independent Gaussian random variables with mean 0 and variance 1. Suppose a priori that these two hypotheses are equally likely; that is P(H₁) = P(H₁) = 0.5. Suppose we observe X, but based on X we still determine that the two hypotheses are equally likely. What must be true about X?

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Consider a signal detection problem involving two hypotheses:
H₁ : X = W
and
where
H₁ : X = š+ Ŵ,
is a known signal vector, and W is a vector consisting of independent Gaussian
random variables with mean 0 and variance 1. Suppose a priori that these two
hypotheses are equally likely; that is P(H₁) = P(H₁) = 0.5. Suppose we observe
X, but based on X we still determine that the two hypotheses are equally likely.
What must be true about X?
Transcribed Image Text:Consider a signal detection problem involving two hypotheses: H₁ : X = W and where H₁ : X = š+ Ŵ, is a known signal vector, and W is a vector consisting of independent Gaussian random variables with mean 0 and variance 1. Suppose a priori that these two hypotheses are equally likely; that is P(H₁) = P(H₁) = 0.5. Suppose we observe X, but based on X we still determine that the two hypotheses are equally likely. What must be true about X?
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