Report
Minimax Sequential Testing for Poisson Processes
| العنوان: | Minimax Sequential Testing for Poisson Processes |
|---|---|
| المؤلفون: | Mei, Hongwei |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Optimization and Control |
| الوصف: | Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax version of Bayesian problem of sequential testing of two simple hypotheses to minimize a linear combination of the probability of wrong detection and the expected waiting time in the worst scenario of all possible priori distributions. An equivalent characterization for the least favorable distributions is derived and a sufficient condition for the existence is concluded. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2311.04084 |
| رقم الانضمام: | edsarx.2311.04084 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |