A note on estimating false alarm rates via importance sampling

DOI10.1109/26.237841zbMath0787.62004OpenAlexW2168511703MaRDI QIDQ4277186

Geoffrey C. Orsak

Publication date: 19 May 1994

Published in: IEEE Transactions on Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/26.237841

zbMATH Keywords

non-Gaussian noiseMonte Carlo estimationimportance sampling biasing distributionprobability of false alarms in detection systems

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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