# Multihypothesis sequential probability ratio tests - Part I: Asymptotic optimality

@article{Dragalin1999MultihypothesisSP, title={Multihypothesis sequential probability ratio tests - Part I: Asymptotic optimality}, author={Vladimir P. Dragalin and Alexander G. Tartakovsky and Venugopal V. Veeravalli}, journal={IEEE Trans. Inf. Theory}, year={1999}, volume={45}, pages={2448-2461} }

The problem of sequential testing of multiple hypotheses is considered, and two candidate sequential test procedures are studied. Both tests are multihypothesis versions of the binary sequential probability ratio test (SPRT), and are referred to as MSPRTs. The first test is motivated by Bayesian optimality arguments, while the second corresponds to a generalized likelihood ratio test. It is shown that both MSPRTs are asymptotically optimal relative not only to the expected sample size but also…

## 294 Citations

Multihypothesis sequential probability ratio tests - Part II: Accurate asymptotic expansions for the expected sample size

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Based on the governing equations for OC and ASN of the SPRT developed in the previous work, a solution for the general case is proposed that relies on approximating the original test by truncation, that is, truncating the test at some finite time K.

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- Computer Science, Mathematics2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
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