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JOURNALS // Problemy Peredachi Informatsii // Archive

Probl. Peredachi Inf., 2000 Volume 36, Issue 4, Pages 98–112 (Mi ppi499)

This article is cited in 2 papers

Methods of Signal Processing

Asymptotically Optimal Sequential Hypothesis Testing

M. B. Malyutov, I. I. Tsytovich


Abstract: We study sequential strategies ($\alpha$-strategies) of controlled discrimination between nonparametric hypotheses with an indifference zone and error probability not greater than $\alpha>0$ under any true distribution from the hypotheses. We construct $\alpha$-strategies with asymptotically minimal mean length under any true distribution including those from the indifference zone.

UDC: 621.391.1:519.27

Received: 16.11.1998
Revised: 15.08.2000


 English version:
Problems of Information Transmission, 2000, 36:4, 370–382

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