Page 123 - Introduction to Statistical Pattern Recognition

3 Hypothesis Testing 105

I.lg
3
I -0.9

2

1

i 2 Pc
Fig. 3-19 Relation between po and pg for gamma densities.

closer to po so that pR could be used for a wider range of distributions. The
mth order moments of the transformed variable, y, are given in (3.78). Thus,

(3.163)

(3.164)

Then, using PI = P2 = p for simplicity, p,? in the y-space is