Consider a binary hypothesis test in which there is a cost associated with each type of decision.
Question:
E[Cʹ] = P[A1|H0]P[H0]Cʹ10
+ P[A0|H0]P[H0]Cʹ00
+ P[A0|H1)P[H1]Cʹ01
+ P[A1|H1)P[H1]Cʹ11.
Show that the decision rule that minimizes total cost is the same as decision rule of the minimum cost test in Theorem 11.3, with the costs C01 and C10 replaced by the differential costs Cʹ01 - Cʹ11 and Cʹ10 - Cʹ00.
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Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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