Optimal Sequential Multiple Hypothesis Tests
نویسنده
چکیده
This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.
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عنوان ژورنال:
- Kybernetika
دوره 45 شماره
صفحات -
تاریخ انتشار 2009