On the evaluation of properties of the sequential probability ratio test for statistically dependent observations

Ivan Vrana; Mohamed Mahmoud El-Hefnawi

Kybernetika (1978)

  • Volume: 14, Issue: 3, page (189)-205
  • ISSN: 0023-5954

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Vrana, Ivan, and El-Hefnawi, Mohamed Mahmoud. "On the evaluation of properties of the sequential probability ratio test for statistically dependent observations." Kybernetika 14.3 (1978): (189)-205. <http://eudml.org/doc/28565>.

@article{Vrana1978,
author = {Vrana, Ivan, El-Hefnawi, Mohamed Mahmoud},
journal = {Kybernetika},
keywords = {Dependent Observations; Monte-Carlo Simulation; Gaussian Noise; Sequential Likelihood Ratio Test; Signal Detection},
language = {eng},
number = {3},
pages = {(189)-205},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On the evaluation of properties of the sequential probability ratio test for statistically dependent observations},
url = {http://eudml.org/doc/28565},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Vrana, Ivan
AU - El-Hefnawi, Mohamed Mahmoud
TI - On the evaluation of properties of the sequential probability ratio test for statistically dependent observations
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - 3
SP - (189)
EP - 205
LA - eng
KW - Dependent Observations; Monte-Carlo Simulation; Gaussian Noise; Sequential Likelihood Ratio Test; Signal Detection
UR - http://eudml.org/doc/28565
ER -

References

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  1. J. Cochlar I. Vrana, On the optimum sequential test of two hypotheses for statistically dependent observations, Kybernetika 14 (1978), 1, 57-69. (1978) MR0488544
  2. A. Wald, Sequential analysis, Wiley, New York 1947. (1947) Zbl0041.26303MR0020764
  3. M. M. El-Hefnawi, Sequential processing of radar signals in coloured noise environment, Candidate disertation work, VAAZ, Brno 1977. (1977) 
  4. J. V. DiFranco, W. L. Rubin, Radar detection, Prentice-Hall, Englewood Cliffs, N. J., 1968. (1968) 
  5. I. Vrana, On the optimum decision rule for the radar signal processing, Kybernetika 10 (1974), 3, 258-271. (1974) Zbl0279.94002MR0351612
  6. D. K. Faddějev V. N. Faddějevová, Numerické metody lineární algebry, SNTL, Praha 1964. (1964) 

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