Detection and Estimation
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Suppose you have a coin and you want to test two hypotheses: H0: the coin is fair (that is, you get a head with probability p = 0.5 and a tail with the same) and H1: the coin is unfair and has probability p > 05 for a head and (1-p) for a tail. Assume p is known.
Explain in detail what the optimum Neyman = Pearson test is for all values of the false alarm probability a in the open interval (0,1).
Be careful of randomization.
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Solution Summary
In this solution we calculate a probability problem using the Bernoulli MP test.
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