The problem of abrupt change detection has received much attention in the literature. The Neyman—Pearson detector can be derived and yields the well-known CUSUM algorithm, when the abrupt change is contaminated by an additive noise. However, a multiplicative noise has been observed in many signal processing applications. These applications include radar, sonar, communication and image processin...

In the Neyman-Pearson (NP) classification paradigm, the goal is to learn a classifier from labeled training data such that the probability of a false negative is minimized while the probability of a false positive is below a user-specified level α ∈ (0, 1). This work addresses the question of how to evaluate and compare classifiers in the NP setting. Simply reporting false positives and false n...

In this paper, the protection coverage area of a security system is considered. The protection coverage is determined by applying the protection model of security systems, which is brought forward according to Neyman-Pearson Criterion. The protection model can be used to define the protection probability on a grid-modeled field. The security systems deployed in a guard field are regarded abstra...

Akaike’s criterion is often used to test composite hypotheses; for example to determine the order of a priori unknown Auto-Regressive and/or Moving Average models. Objections are formulated against Akaike’s criterion and some modifications are proposed. The application of the theory leads to a general technique for AR-model order estimation based on testing pairs of composite hypotheses. This t...

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one specific class than the other. Neyman-Pearson (NP) paradigm was introduced in this context as a novel statistical framework for handling asymmetric...

Confusion surrounding the reporting and interpretation of results of classical statistical tests is widespread among applied researchers. The confusion stems from the fact that most of these researchers are unaware of the historical development of classical statistical testing methods, and the mathematical and philosophical principles underlying them. Moreover, researchers erroneously believe t...

This chapter is dedicated to scope of the application of Importance Sampling Techniques to the design phase of Neyman-Pearson Neural Detectors. This phase usually requires the application of MonteCarlo trials in order to estimate some performance parameters. The classical Monte-Carlo method is suitable to estimate high event probabilities but not suitable to estimate very low event probabilitie...

One of the famous controversies in statistics is the dispute between Fisher and Neyman-Pearson about the proper way to conduct a test. Hubbard and Bayarri (2003) gave an excellent account of the issues involved in the controversy. Another famous controversy is between Fisher and almost all Bayesians. Fisher (1956) discussed one side of these controversies. Berger’s Fisher lecture attempted to c...

A symmetric version of the Neyman-Pearson test is developed for discriminating between sets of hypotheses and is extended to encompass a new formulation of the problem of parameter estimation based on finite data sets. Such problems can arise in distributed sensing and localization problems in sensor networks, where sensor data must be compressed to account for communication constraints. In thi...