Asymptotic Value of the Probability That the First Order Statistic Is from Null Hypothesis.docVIP

Applied Mathematics, 2013, 4, 1702-1705 Published Online December 2013 (/journal/am) /10.4236/am.2013.412231 Asymptotic Value of the Probability That the First Order Statistic Is from Null Hypothesis Iickho Song , Seungwon Lee , So Ryoung Park , Seokho Yoon 1 1 2 3* 1 Department of Electrical Engineering, Korea Advanced Institute of Science and Technology, Daejeon, South Korea School of Information, Communications, and Electronics Engineering, The Catholic University of Korea, Bucheon, South Korea College of Information and Communication Engineering, Sungkyunkwan University, Suwon, South Korea Email: i.song@, slee@Sejong.kaist.ac.kr, srpark@catholic.ac.kr, 2 3 * syoon@ Received August 31, 2013; revised September 31, 2013; accepted October 8, 2013 Copyright ? 2013 Iickho Song et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. ABSTRACT When every element of a random vector X ? ? X1, X 2,?, X n? assumes the cumulative distribution function F0 and F1 with probability p and 1? p , respectively, we have shown that the probability ?0 that the first order statistic of ? ? ??n?1 ? ? p F x pF0 x X is originally under F0 can be expressed as ?0 ? np? ?1??1? ? ? ?? dF0 x . We have also shown 1 ?? ? ? , where ? ? lim F1 x ? ? x?x F0 x p p ??1? p?? that lim???0 ? ? and x ? max x0, x1 ? with ?xi,?? the support of Fi ?x? . Appli- n cations and implications of the results are discussed in the performance of wideband spectrum sensing schemes. Keywords: Energy; Order Statistic; Probability; Spectrum Sensing 1. Introduction tribution function (cdf) for i ? 0,1 and p be a number ? ? in the open in