Optimality of the sequential probability ratio test for nonstationary observations

DOI10.1109/18.108268zbMath0744.62112OpenAlexW2098356979MaRDI QIDQ3991407

Yong Liu, Steven D. Blostein

Publication date: 28 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.108268

zbMATH Keywords

image processingspread spectrum communicationsradar signal processingWald's sequential probability ratio testvarying thresholdsdetection of nonstationary signalsWald's lower bound

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Survival analysis and censored data (62N99) Sequential statistical analysis (62L10)

Related Items (4)

Dynamical Analysis of Bayesian Inference Models for the Eriksen Task ⋮ Performance Analysis of Sequential Probability Ratio Test ⋮ Sequential hypothesis tests under random horizon ⋮ Optimal Sequential Tests for Two Simple Hypotheses

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