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
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