附加先验概率条件下的最佳先验概率选取

Study on Optimal Prior Probability Based on Bayes Criterion

基于贝叶斯准则对二元假设检验问题进行研究,在附加先验概率条件下,提出了最小二乘意义下的最佳先验概率。将该方法与极大极小准则对比分析,给出了任意先验概率条件下的最佳先验概率选取方法,并进行仿真验证。仿真结果表明,根据最佳先验概率进行判决,可以在先验概率未知时有效降低判决代价。

The problem of the binary hypothesis test is studied based on the Bayesian Criterion and the optimal prior probability of least square is proposed in additional prior probability conditions. By comparing and analyzing the method and Maxmini criterion,an approach to determining the best prior probability under different prior probabilities is given and verified by simulation. The simulation results show that the total average cost of the judgment is effectively reduced using the best prior probability when the prior probability is unknown.