Approximation in sequential rules for discrimination of complex hypotheses and their precision in the problem of signal detection from postdetector data

zbMath0788.62074MaRDI QIDQ1204668

I. A. Ivanova, Alexander G. Tartakovsky

Publication date: 18 March 1993

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

stopping timeexpected sample sizebarriersprocess with independent incrementsexact formulaediscrete and continuous time observationsexpected value of jumpslogarithm of probability ratiomixtures of Gaussian signals and Gaussian noiseoperating-characteristic functionsequential testing of composite parametric hypothesis

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

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