Sequential Testing on the Rate of a Counting Process
Title : Sequential Testing on the Rate of a Counting Process
Authors :
Conference : The 26th IEEE Conference on Decision and Control pp. 1592-1593
Date: December 09 - December 11, 1987
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Authors :
Baras, John S.
MacEnany, David C
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.