On the optimum sequential test of two hypotheses for statistically dependent observations
Kybernetika (1978)
- Volume: 14, Issue: 1, page (57)-69
- ISSN: 0023-5954
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topCochlar, Jiří, and Vrana, Ivan. "On the optimum sequential test of two hypotheses for statistically dependent observations." Kybernetika 14.1 (1978): (57)-69. <http://eudml.org/doc/28555>.
@article{Cochlar1978,
author = {Cochlar, Jiří, Vrana, Ivan},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(57)-69},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the optimum sequential test of two hypotheses for statistically dependent observations},
url = {http://eudml.org/doc/28555},
volume = {14},
year = {1978},
}
TY - JOUR
AU - Cochlar, Jiří
AU - Vrana, Ivan
TI - On the optimum sequential test of two hypotheses for statistically dependent observations
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 1
SP - (57)
EP - 69
LA - eng
UR - http://eudml.org/doc/28555
ER -
References
top- A. Wald J. Wolfowitz, Optimum character of the sequential probability ratio test, Ann. of Math. Stát. 19 (1948), 3, 326-339. (1948) MR0026779
- Y. S. Chow H. Robbins, On optimal stopping rules, Zeitsch. für Wahrscheinlichkeitstheorie u. verw. Geb. 2 (1963/64), 1, 33-49. (1963) MR0157465
- J. Cochlar, Formulace problému sekvenční detekce radiolokačních cílů v korelovaném šumu, Res. rep. III-1-4/4, 1976, ČVUT - FEL Praha. (1976)
- J. Neveu, Bases mathématiques du calcul des probabilités, Masson et Cie, Paris 1964. (1964) Zbl0137.11203MR0198504
- M. H. DeGroot, Optimal statistical decisions, McGraw-Hill, New York 1970. (1970) Zbl0225.62006MR0356303
- J. Schmidtmayer, Maticový počet a jeho použití v elektrotechnice, SNTL, Praha 1954. (1954)
Citations in EuDML Documents
top- Jiří Cochlar, The optimum sequential test of a finite number of hypotheses for statistically dependent observations
- Ivan Vrana, Mohamed Mahmoud El-Hefnawi, On the evaluation of properties of the sequential probability ratio test for statistically dependent observations
- Andrey Novikov, Optimal sequential multiple hypothesis tests
- Andrey Novikov, Optimal sequential procedures with Bayes decision rules
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