Sequential testing of simple hypotheses about compound Poisson processes
نویسندگان
چکیده
منابع مشابه
Sequential Testing of Simple Hypotheses about Compound Poisson Processes
One of two simple hypotheses is correct about the unknown arrival rate and jump distribution of a compound Poisson process. We start observing the process, and the problem is to decide on the correct hypothesis as soon as possible and with the smallest probability of wrong decision. We find a Bayes-optimal sequential decision rule and describe completely how to calculate its parameters without ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2006
ISSN: 0304-4149
DOI: 10.1016/j.spa.2006.05.004