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A sequential procedure for multihypothesis testing - MaRDI portal

A sequential procedure for multihypothesis testing (Q4850299)

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scientific article; zbMATH DE number 803623
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A sequential procedure for multihypothesis testing
scientific article; zbMATH DE number 803623

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    A sequential procedure for multihypothesis testing (English)
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    9 October 1995
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    bounds on error probabilities
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    informational divergence
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    nonlinear renewal theory
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    sequential test
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    MSPRT
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    generalization of the sequential probability ratio test
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    Bayesian assumptions
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    expected stopping times
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    Gaussian densities
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    simulation results
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    asymptotic expressions
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