• DocumentCode
    913279
  • Title

    A Bayes sequential test of m hypotheses (Corresp.)

  • Author

    Roberts, Richard

  • Volume
    16
  • Issue
    1
  • fYear
    1970
  • fDate
    1/1/1970 12:00:00 AM
  • Firstpage
    91
  • Lastpage
    94
  • Abstract
    The problem of sequentially deciding upon one of m mutually exclusive and exhaustive hypotheses has been studied in detail for the case of m = 2 . This correspondence presents the structure for the Bayes m -ary sequential detector. Computational results depend on a property called subspace separability, which allows one to reduce the dimensionality of the essential averaging process. Numerical results are presented for the case of Gaussian observation statistics and m = 3 .
  • Keywords
    Bayes procedures; Sequential decision procedures; Costs; Fourier transforms; Game theory; Information theory; Integral equations; Iterative algorithms; Mathematical model; Sequential analysis; Sufficient conditions; Testing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1970.1054403
  • Filename
    1054403