Sequential Testing on the Rate of a Counting Process
MacEnany, David C
Conference : The 26th IEEE Conference on Decision and Control pp. 1592-1593
Date: December 09 - December 11, 1987
In this paper, optimality results are given for the problems of Bayesian and Wald sequential (simple, binary) hypothesis testing on the rate of a counting process. An explicit formula is given for the Bayes risk, and the system to solve for the exact optimal thresholds is also given.