1. Optimal sequential multiple hypothesis tests
- Creator:
- Novikov, Andrey
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- sequential analysis, hypothesis testing, multiple hypotheses, discrete-time stochastic process, dependent observations, optimal sequential test, and Bayes sequential test
- Language:
- English
- Description:
- 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.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public