DocumentCode
1087117
Title
Asymptotic efficiency of a sequential multihypothesis test
Author
Veeravalli, Venugopal V. ; Baum, Carl W.
Author_Institution
Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA
Volume
41
Issue
6
fYear
1995
fDate
11/1/1995 12:00:00 AM
Firstpage
1994
Lastpage
1997
Abstract
A sequential multihypothesis test known as the M-ary sequential probability ratio test (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
Keywords
decision theory; error statistics; information theory; probability; M-ary sequential probability ratio test; MSPRT; asymptotic efficiency; error probabilities; nonuniform decision costs; sequential multihypothesis test; stopping time; Bayesian methods; Codes; Cost function; Error probability; Radar applications; Random variables; Reliability theory; Sequential analysis; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.476323
Filename
476323
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