11/12/2022 0 Comments Sequential testing of poisson process![]() Provably convergent numerical methods and practical near-optimal strategies are described and illustrated on various examples. This problem is formulated in a Bayesian framework, and its solution is presented. The objective is to determine the correct hypothesis with minimal error probability and as soon as possible after the observation of the process starts. Provably convergent numerical methods and practical near-optimal strategies are described and illustrated on various examples.ĪB - Suppose that there are finitely many simple hypotheses about the unknown arrival rate and mark distribution of a compound Poisson process, and that exactly one of them is correct. N2 - Suppose that there are finitely many simple hypotheses about the unknown arrival rate and mark distribution of a compound Poisson process, and that exactly one of them is correct. SEQUENTIAL MULTI-HYPOTHESIS TESTING FOR COMPOUND POISSON PROCESSES 3 marks are exponentially distributed with mean the same as their arrival rate, Gapeev (2002) derived under the same Bayes risk optimal sequential tests for two simple hypotheses about both mark distribution and arrival rate. Sezer was supported by the US Army Pantheon Project. The research of Savas Dayanik was supported by the Air Force Office of Scientific Research, under grant AFOSR-FA-0496. The authors thank the anonymous referee for careful reading and suggestions, which improved the presentation of the manuscript. T1 - Sequential multi-hypothesis testing for compound Poisson processes ![]()
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