Assume that data of the form Z = S + N are observed where S and N

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Assume that data of the form Z = S + N are observed where S and N are independent, Gaussian random variables representing signal and noise, respectively, with zero means and variances σ2and σ2n. Design a likelihood ratio tests for each of the following cases. Describe the decision regions in each case and explain your results.

(a) c11 = c22 = 0; c21 = c12; p0 = q0 = 1/2

(b) c11 = c22 = 0; c21 = c12; p0 = 1/4; q0 = 3/4

(c) c11 = c22 = 0; c21 = 1/2 c12; p0 = q0 = 1/2

(d) c11 = c22 = 0; c21 = 2c12; p0 = q0 = 1/2

Note that under either hypothesis, Z is a zero-mean Gaussian random variable. Consider what the variances are under hypothesis H1 and H2, respectively.

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