Lower Bounds for Average Sample Number of Sequential Multihypothesis Tests
نویسندگان
چکیده
منابع مشابه
Some lower bounds for the $L$-intersection number of graphs
For a set of non-negative integers~$L$, the $L$-intersection number of a graph is the smallest number~$l$ for which there is an assignment of subsets $A_v subseteq {1,dots, l}$ to vertices $v$, such that every two vertices $u,v$ are adjacent if and only if $|A_u cap A_v|in L$. The bipartite $L$-intersection number is defined similarly when the conditions are considered only for the ver...
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In a companion paper [13], we proved that two specific constructions of multihypothesis sequential tests, which we refer to as Multihypothesis Sequential Probability Ratio Tests (MSPRT’s), are asymptotically optimal as the decision risks (or error probabilities) go to zero. The MSPRT’s asymptotically minimize not only the expected sample size but also any positive moment of the stopping time di...
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for a set of non-negative integers~$l$, the $l$-intersection number of a graph is the smallest number~$l$ for which there is an assignment of subsets $a_v subseteq {1,dots, l}$ to vertices $v$, such that every two vertices $u,v$ are adjacent if and only if $|a_u cap a_v|in l$. the bipartite $l$-intersection number is defined similarly when the conditions are considered only for the ver...
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{ The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRT's. The rst test is motivated by Bayesian optimality arguments, while the second one corresponds to a generalized likelihood ratio test. It i...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1967
ISSN: 0003-4851
DOI: 10.1214/aoms/1177698691