A sequential procedure for multihypothesis testing

DOI10.1109/18.340472MaRDI QIDQ4850299zbMATH OpenOpenAlexFDO

Authors Carl W. Baum, Venugopal V. Veeravalli

Publication date 9 October 1995

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.340472

zbMATH Keywords

sequential testMSPRTsimulation resultsnonlinear renewal theoryasymptotic expressionsGaussian densitiesexpected stopping timesinformational divergencebounds on error probabilitiesBayesian assumptionsgeneralization of the sequential probability ratio test

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Sequential statistical analysis (62L10)

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