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:

\[
\mathcal{H}_0 : \vec{X} = \vec{W}
\]

and

\[
\mathcal{H}_1 : \vec{X} = \vec{s} + \vec{W},
\]

where

\[
\vec{s} = 
\begin{bmatrix}
1 \\
2 \\
3 \\
4 \\
\end{bmatrix}
\]

is a known signal vector, and \(\vec{W}\) 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 \(P(\mathcal{H}_0) = P(\mathcal{H}_1) = 0.5\). Suppose we observe \(\vec{X}\), but based on \(\vec{X}\) we still determine that the two hypotheses are equally likely. What must be true about \(\vec{X}\)?
Transcribed Image Text:Consider a signal detection problem involving two hypotheses: \[ \mathcal{H}_0 : \vec{X} = \vec{W} \] and \[ \mathcal{H}_1 : \vec{X} = \vec{s} + \vec{W}, \] where \[ \vec{s} = \begin{bmatrix} 1 \\ 2 \\ 3 \\ 4 \\ \end{bmatrix} \] is a known signal vector, and \(\vec{W}\) 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 \(P(\mathcal{H}_0) = P(\mathcal{H}_1) = 0.5\). Suppose we observe \(\vec{X}\), but based on \(\vec{X}\) we still determine that the two hypotheses are equally likely. What must be true about \(\vec{X}\)?
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