Mathematical Psychology
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Likelihood Ratio

The likelihood ratio is the optimal decision variable in Signal Detection Theory, comparing the probability of the observed evidence under the signal and noise hypotheses.

β = f(x|signal) / f(x|noise)

The likelihood ratio is the theoretically optimal decision variable for detection decisions. For any observation x on the internal evidence axis, the likelihood ratio β(x) is the ratio of the probability density of x under the signal-present distribution to the probability density under the noise-alone distribution. The Neyman-Pearson lemma proves that a decision rule based on the likelihood ratio is optimal in the sense that no other rule achieves a higher hit rate for the same false alarm rate.

Optimal Decision Rule

Likelihood Ratio Decision Respond "signal" if: f(x|S) / f(x|N) > β*

Optimal criterion: β* = [P(N)/P(S)] × [C(FA) − C(CR)] / [C(Hit) − C(Miss)]

For equal-variance Gaussian SDT:
β(x) = exp(d′·x − d′²/2)

Connection to Bayesian Decision Theory

The likelihood ratio framework connects SDT directly to Bayesian decision theory. The posterior probability that the signal is present is P(S|x) = β(x)·P(S) / [β(x)·P(S) + P(N)]. An ideal Bayesian observer computes the posterior odds — the product of the likelihood ratio and the prior odds — and responds "signal" when the posterior odds exceed a threshold determined by the costs and benefits of each outcome.

In practice, human observers do not perfectly compute likelihood ratios, but their behavior is often well approximated by a monotone function of the likelihood ratio with criterion settings that respond systematically (if imperfectly) to changes in signal probability and payoffs.

Interactive Calculator

Each row represents a trial: trial_type (signal or noise) and response (yes or no). Computes hit rate, false-alarm rate, d′, criterion c, and β.

Click Calculate to see results, or Animate to watch the statistics update one record at a time.

Related Topics

References

  1. Green, D. M., & Swets, J. A. (1966). Signal detection theory and psychophysics. Wiley. https://doi.org/10.1901/jeab.1969.12-475
  2. Neyman, J., & Pearson, E. S. (1933). On the problem of the most efficient tests of statistical hypotheses. Philosophical Transactions of the Royal Society of London. Series A, 231(694–706), 289–337. https://doi.org/10.1098/rsta.1933.0009
  3. Peterson, W. W., Birdsall, T. G., & Fox, W. C. (1954). The theory of signal detectability. Transactions of the IRE Professional Group on Information Theory, 4(4), 171–212. https://doi.org/10.1109/TIT.1954.1057460
  4. Swets, J. A. (1961). Is there a sensory threshold? Science, 134(3473), 168–177. https://doi.org/10.1126/science.134.3473.168

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