Sequential classification in the case of many populations
Sequential classification methods are suggested for the case of two or more populations. First, a method for two populations with known probability densities is presented. The method is based on the likelihood ratio and Wald's method of sequential testing of simple null hypothesis against an alternative hypothesis. Two approximate methods for obtaining boundaries, in the form of inequalities for the likelihood ratios, are suggested. The classification for more populations is based similarly on simple...
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