Form of presentation | Articles in international journals and collections |
Year of publication | 2023 |
Язык | английский |
|
Simushkin Dmitriy Sergeevich, author
Simushkin Sergey Vladimirovich, author
|
Bibliographic description in the original language |
Simushkin S. V. On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses / S.V. Simushkin, D.S Simushkin // Lobachevskii Journal of Mathematics - 2023, Vol. 44, No. 12, pp. 5419–5425.
|
Annotation |
In the problem of distinguishing between two hypotheses, the stopping time of the universal d-guaranteeing procedure, denoted as N, is defined as the observation number at which the posterior probability of one of the hypotheses becomes greater than a given reliability. This article
demonstrates that for a wide range of probabilistic models, N is almost surely finite. The average value of ν is analyzed in a special case where N is the first exit time of a random walk beyond twosided
parabolic boundaries. Conditions are identified under which the average value of N is finite or infinite. The problem of distinguishing between hypotheses θ ≤ θ0 and θ > θ0 about the mean θ of a normal random variable with a known variance is also examined. In this case, the output parameter θ is a realization of the normal random variable. It is shown that the average value of N is finite only if θ /= θ0, otherwise it is infinite. Monte Carlo simulation data supports the assumption that the
unconditional mean value of N is infinite. |
Keywords |
Bayesian model, d-posterior approach, sequential procedure |
The name of the journal |
Lobashevskii Journal of Mathematics
|
Please use this ID to quote from or refer to the card |
https://repository.kpfu.ru/eng/?p_id=300077&p_lang=2 |
Full metadata record |
Field DC |
Value |
Language |
dc.contributor.author |
Simushkin Dmitriy Sergeevich |
ru_RU |
dc.contributor.author |
Simushkin Sergey Vladimirovich |
ru_RU |
dc.date.accessioned |
2023-01-01T00:00:00Z |
ru_RU |
dc.date.available |
2023-01-01T00:00:00Z |
ru_RU |
dc.date.issued |
2023 |
ru_RU |
dc.identifier.citation |
Simushkin S. V. On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses / S.V. Simushkin, D.S Simushkin // Lobachevskii Journal of Mathematics - 2023, Vol. 44, No. 12, pp. 5419–5425.
|
ru_RU |
dc.identifier.uri |
https://repository.kpfu.ru/eng/?p_id=300077&p_lang=2 |
ru_RU |
dc.description.abstract |
Lobashevskii Journal of Mathematics |
ru_RU |
dc.description.abstract |
In the problem of distinguishing between two hypotheses, the stopping time of the universal d-guaranteeing procedure, denoted as N, is defined as the observation number at which the posterior probability of one of the hypotheses becomes greater than a given reliability. This article
demonstrates that for a wide range of probabilistic models, N is almost surely finite. The average value of ν is analyzed in a special case where N is the first exit time of a random walk beyond twosided
parabolic boundaries. Conditions are identified under which the average value of N is finite or infinite. The problem of distinguishing between hypotheses θ ≤ θ0 and θ > θ0 about the mean θ of a normal random variable with a known variance is also examined. In this case, the output parameter θ is a realization of the normal random variable. It is shown that the average value of N is finite only if θ /= θ0, otherwise it is infinite. Monte Carlo simulation data supports the assumption that the
unconditional mean value of N is infinite. |
ru_RU |
dc.language.iso |
ru |
ru_RU |
dc.subject |
Bayesian model |
ru_RU |
dc.subject |
d-posterior approach |
ru_RU |
dc.subject |
sequential procedure |
ru_RU |
dc.title |
On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses |
ru_RU |
dc.type |
Articles in international journals and collections |
ru_RU |
|