### Abstract

A statistical hypothesis testing problem is considered where a sample function of a Markov process with one of two sets of known parameters is observed over a finite time interval. When a log likelihood ratio test is used to discriminate between the two sets of parameters, bounds are given on the probability of choosing an incorrect hypothesis, and on the total probability of error, for both discrete and continuous time parameter, and discrete and continuous state space. The asymptotic behavior of the bounds is examined as the observation interval becomes infinite.

Original language | English (US) |
---|---|

Pages (from-to) | 139-153 |

Number of pages | 15 |

Journal | Stochastics |

Volume | 2 |

Issue number | 3 |

State | Published - 1979 |

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### ASJC Scopus subject areas

- Engineering(all)

### Cite this

*Stochastics*,

*2*(3), 139-153.

**CHERNOFF BOUNDS FOR DISCRIMINATING BETWEEN TWO MARKOV PROCESSES.** / Newman, Charles; Stuck, B. W.

Research output: Contribution to journal › Article

*Stochastics*, vol. 2, no. 3, pp. 139-153.

}

TY - JOUR

T1 - CHERNOFF BOUNDS FOR DISCRIMINATING BETWEEN TWO MARKOV PROCESSES.

AU - Newman, Charles

AU - Stuck, B. W.

PY - 1979

Y1 - 1979

N2 - A statistical hypothesis testing problem is considered where a sample function of a Markov process with one of two sets of known parameters is observed over a finite time interval. When a log likelihood ratio test is used to discriminate between the two sets of parameters, bounds are given on the probability of choosing an incorrect hypothesis, and on the total probability of error, for both discrete and continuous time parameter, and discrete and continuous state space. The asymptotic behavior of the bounds is examined as the observation interval becomes infinite.

AB - A statistical hypothesis testing problem is considered where a sample function of a Markov process with one of two sets of known parameters is observed over a finite time interval. When a log likelihood ratio test is used to discriminate between the two sets of parameters, bounds are given on the probability of choosing an incorrect hypothesis, and on the total probability of error, for both discrete and continuous time parameter, and discrete and continuous state space. The asymptotic behavior of the bounds is examined as the observation interval becomes infinite.

UR - http://www.scopus.com/inward/record.url?scp=0018292961&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0018292961&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:0018292961

VL - 2

SP - 139

EP - 153

JO - Stochastics

JF - Stochastics

SN - 0090-9491

IS - 3

ER -