Asymptotic Efficiency of A Sequential Multihypothesis Test

Venugopal V. Veeravalli; Carl W. Baum

doi:10.1109/18.476323

Asymptotic Efficiency of A Sequential Multihypothesis Test

Research output: Contribution to journal › Article › peer-review

Abstract

A sequential multihypothesis test known as the MSPRT is generalized to account for nonuniform decision costs. Bounds on error probabilities and asymptotic expressions for the stopping time and error probabilities are given. A key result of this correspondence is a proof that the generalized MSPRT is asymptotically efficient.

Original language	English (US)
Pages (from-to)	1994-1997
Number of pages	4
Journal	IEEE Transactions on Information Theory
Volume	41
Issue number	6
DOIs	https://doi.org/10.1109/18.476323
State	Published - Nov 1995
Externally published	Yes

Keywords

Sequential analysis
hypothesis testing
informational divergence

ASJC Scopus subject areas

Information Systems
Computer Science Applications
Library and Information Sciences

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10.1109/18.476323

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abstract = "A sequential multihypothesis test known as the MSPRT is generalized to account for nonuniform decision costs. Bounds on error probabilities and asymptotic expressions for the stopping time and error probabilities are given. A key result of this correspondence is a proof that the generalized MSPRT is asymptotically efficient.",

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KW - hypothesis testing

KW - informational divergence

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Asymptotic Efficiency of A Sequential Multihypothesis Test

Abstract

Keywords

ASJC Scopus subject areas

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