Optimal sequential multiple hypothesis tests

Details Optimal sequential multiple hypothesis tests Optimal sequential multiple hypothesis tests

2008-11-08

arxiv.org/abs/0811.1297v1

Kybernetika 45 (2009), no. 2, 309-330.

Mathematics

Statistics Theory

To appear in Kybernetika (Prague)

Scientific paper

This work deals with a general problem of testing multiple hypotheses about
the distribution of a discrete-time stochastic process. Both the Bayesian and
the conditional settings are considered. The structure of optimal sequential
tests is characterized.

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