Information Theory and Methods of Signal Processing

Sequential Testing of Composite Hypotheses with Dependent Nonstationary Observations

A. G. Tartakovskii


Abstract: The article considers sequential tests of two composite hypotheses for nonhomogeneous dependent processes. The properties of Wald's sequential rule are investigated for the case of normal observations. The distribution of the test length, the mean test length, and in some particular cases the upper bound on the mean test length are obtained.

UDC: 621.391.1:519.27

Received: 25.02.1980
Revised: 22.07.1980

 English version: Problems of Information Transmission, 1981, 17:1, 18–28

Bibliographic databases:

• 
•