Optimal sequential multiple hypothesis tests
Statistics Theory
2009-12-23 v1 Probability
Methodology
Statistics Theory
Abstract
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.
Cite
@article{arxiv.0811.1297,
title = {Optimal sequential multiple hypothesis tests},
author = {Andrey Novikov},
journal= {arXiv preprint arXiv:0811.1297},
year = {2009}
}
Comments
To appear in Kybernetika (Prague)