| Форма представления | Статьи в зарубежных журналах и сборниках |
| Год публикации | 2023 |
| Язык | английский |
|
Симушкин Дмитрий Сергеевич, автор
Симушкин Сергей Владимирович, автор
|
| Библиографическое описание на языке оригинала |
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.
|
| Аннотация |
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. |
| Ключевые слова |
Bayesian model, d-posterior approach, sequential procedure |
| Название журнала |
Lobashevskii Journal of Mathematics
|
| Пожалуйста, используйте этот идентификатор, чтобы цитировать или ссылаться на эту карточку |
https://repository.kpfu.ru/?p_id=300077 |
Полная запись метаданных  |
| Поле DC |
Значение |
Язык |
| dc.contributor.author |
Симушкин Дмитрий Сергеевич |
ru_RU |
| dc.contributor.author |
Симушкин Сергей Владимирович |
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/?p_id=300077 |
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 |
Статьи в зарубежных журналах и сборниках |
ru_RU |
|
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