Asymptotic efficiency of a sequential multihypothesis test

被引：21
|
作者：
Veeravalli, VV [1 ]
Baum, CW [1 ]
机构：
[1] CLEMSON UNIV,DEPT ELECT & COMP ENGN,CLEMSON,SC 29634
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 06期
关键词：
sequential analysis; hypothesis testing; informational divergence;
D O I：
10.1109/18.476323
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A suquential multihypothesis test known as the MSPRT is generalized to account for nonuniform decision costs, Bounds on error probabilities and asymptotic expressions for the stopping time and error probabilities are given. A keg result of this correspondence is a proof that the generalized MSPRT is asymptotically efficient.
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页码：1994 / 1997
页数：4
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