Bayesian Sequential Hypothesis Testing

Simple item page
dc.contributor.advisorBaras, J.en_US
dc.contributor.authorMacEnany, David C.en_US
dc.contributor.departmentISRen_US
dc.date.accessioned2007-05-23T09:40:36Z
dc.date.available2007-05-23T09:40:36Z
dc.date.issued1987en_US
dc.description.abstractIn this thesis, optimality results are presented for Bayesian problems of sequential hypothesis testing. Conditions are iven which are sufficient to demonstrate the existence and optimality of threshold policies and others are given which help characterize these policies. The general results are applied to solve four specific problems where the observations respectively arise from a time-homongeneous diffusion, a progressive semimartingale observed through a diffusion, a time-homogeneous Poisson process, and a predictable semimartingale observed through a point process. It is shown that threshold policies are optimal in all four cases. Exact formulas for the Bayesian costs in the point process cases will be presented for the first time.en_US
dc.format.extent2729973 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://hdl.handle.net/1903/4733
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; MS 1987-12en_US
dc.subjectSystems Integrationen_US
dc.titleBayesian Sequential Hypothesis Testingen_US
dc.typeThesisen_US

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
MS_87-12.pdf
Size:
2.6 MB
Format:
Adobe Portable Document Format
Download

Collections

Institute for Systems Research Technical Reports