Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system (Q1310723)
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scientific article; zbMATH DE number 482571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system |
scientific article; zbMATH DE number 482571 |
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Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system (English)
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7 February 1994
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modified Neyman-Pearson test
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multialternative, multistage rule
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detection of changes
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fixed-length stages
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maximum likelihood statistic
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mean of Wiener process
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multichannel system
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asymptotically minimax multialternative sequential rule
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mean time to false alarm
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