Title :
Asymptotic efficiency of a sequential multihypothesis test
Author :
Veeravalli, Venugopal V. ; Baum, Carl W.
Author_Institution :
Dept. of Electr. & Comput. Eng., Rice Univ., Houston, TX, USA
fDate :
11/1/1995 12:00:00 AM
Abstract :
A sequential multihypothesis test known as the M-ary sequential probability ratio test (MSPRT) is generalized to account for nonuniform decision costs. Bounds on error probabilities and asymptotic expressions for the stopping time and error probabilities are given. A key result of this correspondence is a proof that the generalized MSPRT is asymptotically efficient
Keywords :
decision theory; error statistics; information theory; probability; M-ary sequential probability ratio test; MSPRT; asymptotic efficiency; error probabilities; nonuniform decision costs; sequential multihypothesis test; stopping time; Bayesian methods; Codes; Cost function; Error probability; Radar applications; Random variables; Reliability theory; Sequential analysis; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
