THEORY OF CUMULATIVE DETECTION PROBABILITY

Abstract
Cumulative detection probability, cdp, is defined as probability of at least one success in n trials. 'Success' means that the (signal) stochastic process exceeds a given threshold. Exact formulas or approximations for cdp are given in the cases where the process being sampled in the trials is two-state Markov, Gaussian, 'step, 'and' step-plus-jitter.' In the two-state Markov case, taken largely from others, k-success formulas are also given. Finding cdp is equivalent to finding the distribution of the maximum of a sequence of random variables and to finding a cumulative multivariate distribution.

This publication has 0 references indexed in Scilit: