Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system (Q1310723)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system |
scientific article |
Statements
Efficiency of the generalized Neyman-Pearson test for detecting changes in a multichannel system (English)
0 references
7 February 1994
0 references
modified Neyman-Pearson test
0 references
multialternative, multistage rule
0 references
detection of changes
0 references
fixed-length stages
0 references
maximum likelihood statistic
0 references
mean of Wiener process
0 references
multichannel system
0 references
asymptotically minimax multialternative sequential rule
0 references
mean time to false alarm
0 references
