Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system

zbMath0801.62068MaRDI QIDQ1310723

Alexander G. Tartakovsky

Publication date: 7 February 1994

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

zbMATH Keywords

detection of changesmultichannel systemasymptotically minimax multialternative sequential rulefixed-length stagesmaximum likelihood statisticmean of Wiener processmean time to false alarmmodified Neyman-Pearson testmultialternative, multistage rule

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Channel models (including quantum) in information and communication theory (94A40) Markov processes: hypothesis testing (62M02)

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