Ec. Real et Dw. Tufts, Estimation of prescribed false alarm rate thresholds from local data usingtolerance intervals, IEEE SIG PL, 6(1), 1999, pp. 8-10
We present a method for estimating threshold values for signal detection an
d classification systems in which a prescribed value of false alarm probabi
lity is needed. The threshold values are determined directly from observed
where test statistic data without knowledge of the probability distribution
of the data. Our method uses the concept of tolerance intervals from nonpa
rametric statistics.