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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 149–156 (Mi tvp2163)  
This article is cited in 7 scientific papers (total in 7 papers)

Short Communications

On a problem of sequential hypoteses testing

A. I. Yašin

Troick
Full-text PDF (525 kB) Citations (7)
Abstract: We study a problem of sequential testing of two simple hypotheses. Sufficient conditions for the existence of a decision rule in a given class are obtained. This conditions are formulated in terms of predictable characteristics of local densities corresponding to the hypothetical measures. The extremal property of the rule is proved. It is shown that our decision rule agrees with the known results for problems of sequential hypotheses testing for the mean of a Wiener process [1] and for the drift of a diffusion type process [2].
Received: 30.11.1979
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 1, Pages 157–165
DOI: https://doi.org/10.1137/1128011
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Yašin, “On a problem of sequential hypoteses testing”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 149–156; Theory Probab. Appl., 28:1 (1984), 157–165
Citation in format AMSBIB
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\by A.~I.~Ya{\v s}in
\paper On a problem of sequential hypoteses testing
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 1
\pages 149--156
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\zmath{https://zbmath.org/?q=an:0536.62063|0524.62076}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 1
\pages 157--165
\crossref{https://doi.org/10.1137/1128011}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SL53600011}
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  • https://www.mathnet.ru/eng/tvp/v28/i1/p149
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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