AbstructWe consider the problem of estimating the order of a stationary ergodic Markov chain. Our focus is on estimators which satisfy a generalized Neyman-Pearson criterion of optimality. Specifically, the optimal estimator minimizes the probability of underestimation among all estimators with probability of overestimation not exceeding a given value. Our main result identifies the best expone...

Confusion over the reporting and interpretation of results of commonly employed classical statistical tests is recorded in a sample of 1,645 papers from 12 psychology journals for the period 1990 through 2002. The confusion arises because researchers mistakenly believe that their interpretation is guided by a single unified theory of statistical inference. But this is not so: classical statisti...

The article presents aircraft flight data in the landing approach mode, which was obtained on an integrated simulator and actual conditions, processed by various probabilistic-statistical methods. These were used to assess quality of crew piloting techniques. We have reviewed methods based Neyman–Pearson criterion, optimal Bayesian criterion is considered. When using them, we revealed presence ...

For a multiple-input multiple-output (MIMO) radar system adopting the Neyman-Pearson (NP) criterion, a detection algorithm for MIMO radar with arbitrarily correlated observation channels in the presence of possible Non-Gaussian clutter-plusnoise is analyzed. Simulation results show that both the correlation of the observation channels and the correlation of the clutter-plus-noise will reduce th...

In this paper, we consider spectrum sensing in cognitive radio networks based on higher order statistics. The kurtosis, a fourth order statistic, which is a measure of deviation from Gaussianity, is used as a detection statistic. An optimum threshold is set up based on the Neyman-Pearson criterion and analytical expression for upper bound on probability of miss is derived for a single pair of p...