Asymptotic efficiency of a sequential multihypothesis test

DOI10.1109/18.476323zbMATH Open0844.62069OpenAlexW2161115820MaRDI QIDQ4880320FDOQ4880320

Authors: Carl W. Baum, Venugopal V. Veeravalli 

Publication date: 1 September 1996

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

Full work available at URL: https://semanticscholar.org/paper/866f2468b84ca4140079248177537d236b6415ce

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zbMATH Keywords

asymptotic efficiencystopping timeboundserror probabilitiesinformational divergence\(M\)-ary sequential probability ratio testnonuniform decision costs

Mathematics Subject Classification ID

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

Cited In (7)

• Optimal sequential multiclass diagnosis
• Asymptotic optimality of certain multihypothesis sequential tests: Non-i. i. d. case
• Title not available (Why is that?)
• Controlled sensing for sequential multihypothesis testing with controlled Markovian observations and non-uniform control cost
• On the Asymptotic Relative Efficiency of the Mantel-Haenszel Test
• Multihypothesis sequential probability ratio tests. II. Accurate asymptotic expansions for the expected sample size
• The dynamics of choice among multiple alternatives

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