Optimal sequential multiple hypothesis tests
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Publication:3637509
zbMath1167.62453arXiv0811.1297MaRDI QIDQ3637509
Publication date: 10 July 2009
Full work available at URL: https://arxiv.org/abs/0811.1297
hypothesis testingsequential analysismultiple hypothesesdependent observationsdiscrete-time stochastic processoptimal sequential testBayes sequential test
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07) Optimal stopping in statistics (62L15)
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