A sequential procedure for multihypothesis testing (Q4850299)

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scientific article; zbMATH DE number 803623
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    A sequential procedure for multihypothesis testing
    scientific article; zbMATH DE number 803623

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      A sequential procedure for multihypothesis testing (English)
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      9 October 1995
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      bounds on error probabilities
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      informational divergence
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      nonlinear renewal theory
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      sequential test
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      MSPRT
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      generalization of the sequential probability ratio test
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      Bayesian assumptions
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      expected stopping times
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      Gaussian densities
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      simulation results
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      asymptotic expressions
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