Extremal properties of likelihood-ratio quantizers

The paper concerns a situation in which there are M hypotheses H/sub 1/,. . ., H/sub M/, and in which Y is a random variable taking values in a set Y', with a different probability distribution under each hypothesis. A quantizer gamma :Y' to (1,. . ., D) is applied to form a quantized random variable gamma (Y). The extreme points of the set of possible probability distributions of gamma (Y) are characterized as gamma ranges over all quantizers. Optimality properties of likelihood-ratio quantizers are then established for a very broad class of quantization problems, including problems involving the maximization of a distance measure as discussed by S.M. Ali and S.D. Silvey(1966).<<ETX>>

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