Title :
Asymptotic analysis of multihypothesis sequential probability ratio tests (MSPRT´s)
Author :
Veeravalli, Venugopal V. ; Tartakovsky, Alexande G. ; Dragalim, V.P.
Author_Institution :
Sch. of Electr. Eng., Cornell Univ., Ithaca, NY, USA
Abstract :
In this paper, we investigate the asymptotic behavior of the quasi-Bayesian multi-hypothesis SPRTs, as well as a related test that is a specific combination of one-sided SPRTs that was first suggested by Lorden . These tests are described
Keywords :
Bayes methods; probability; testing; MSPRT; asymptotic analysis; asymptotic behavior; multihypothesis sequential probability ratio tests; one-sided SPRT; quasi-Bayesian multi-hypothesis SPRT; Bayesian methods; Error probability; Sequential analysis; Testing;
Conference_Titel :
Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
Conference_Location :
Cambridge, MA
Print_ISBN :
0-7803-5000-6
DOI :
10.1109/ISIT.1998.708607
