Asymptotic efficiency of a sequential multihypothesis test

DOI10.1109/18.476323MaRDI QIDQ4880320zbMATH OpenOpenAlexFDO

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

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)

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