Title :
Sequential testing on the rate of a counting process
Author :
Baras, J.S. ; Mac Enany, D.C.
Author_Institution :
University of Maryland, College Park, MD
Abstract :
In this paper, optimality results are given for the problems of Bayesian and Wald sequential (simple, binary) hypothesis testing on the rate of a counting process. An explicit formula is given for the Bayes risk, and the system to solve for the exact optimal thresholds is also given.
Keywords :
Bayesian methods; Costing; Costs; Educational institutions; Extraterrestrial measurements; Loss measurement; Probability; Sequential analysis; Sufficient conditions; System testing;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272710
