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Title: Optimal sequential multiple hypothesis tests (English)
Author: Novikov, Andrey
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 45
Issue: 2
Year: 2009
Pages: 309-330
Summary lang: English
Category: math
Summary: 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. (English)
Keyword: sequential analysis
Keyword: hypothesis testing
Keyword: multiple hypotheses
Keyword: discrete-time stochastic process
Keyword: dependent observations
Keyword: optimal sequential test
Keyword: Bayes sequential test
MSC: 60G40
MSC: 62C10
MSC: 62L10
MSC: 62L15
idMR: MR2518154
Date available: 2010-06-02T18:33:11Z
Last updated: 2013-09-21
Stable URL:
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