• DocumentCode
    2441518
  • Title

    Asymptotic analysis of multihypothesis sequential probability ratio tests (MSPRT´s)

  • Author

    Veeravalli, Venugopal V. ; Tartakovsky, Alexande G. ; Dragalim, V.P.

  • Author_Institution
    Sch. of Electr. Eng., Cornell Univ., Ithaca, NY, USA
  • fYear
    1998
  • fDate
    16-21 Aug 1998
  • Firstpage
    27
  • Abstract
    In this paper, we investigate the asymptotic behavior of the quasi-Bayesian multi-hypothesis SPRTs, as well as a related test that is a specific combination of one-sided SPRTs that was first suggested by Lorden . These tests are described
  • Keywords
    Bayes methods; probability; testing; MSPRT; asymptotic analysis; asymptotic behavior; multihypothesis sequential probability ratio tests; one-sided SPRT; quasi-Bayesian multi-hypothesis SPRT; Bayesian methods; Error probability; Sequential analysis; Testing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
  • Conference_Location
    Cambridge, MA
  • Print_ISBN
    0-7803-5000-6
  • Type

    conf

  • DOI
    10.1109/ISIT.1998.708607
  • Filename
    708607