scientific article; zbMATH DE number 6452347
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Publication:5256828
Warning: Display title "scientific article; zbMATH DE number 6452347" overrides earlier display title "A Linear Programming Approach to Sequential Hypothesis Testing". DOI10.1080/07474946.2015.1030981zbMath1317.62065arXiv1501.05870OpenAlexW1568931319MaRDI QIDQ5256828
Michael Fauß, Abdelhak M. Zoubir
Publication date: 29 June 2015
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05870
linear programmingoptimal stoppingsequential hypothesis testingdiscrete-time Markov processtwo simple hypothesesoptimal sequential test
Linear programming (90C05) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Related Items
Bayesian sequential joint detection and estimation under multiple hypotheses, Minimax optimal sequential hypothesis tests for Markov processes, Bayesian sequential joint detection and estimation
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