2004 | OriginalPaper | Buchkapitel
Robustness in Sequential Discrimination of Markov Chains under “Contamination”
verfasst von : A. Kharin
Erschienen in: Theory and Applications of Recent Robust Methods
Verlag: Birkhäuser Basel
Enthalten in: Professional Book Archive
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The problem of robustness is considered for sequential hypotheses testing on the parameters of Markov chains. The exact expressions for the conditional error probabilities, and for the conditional expected sequence lengths are obtained. Robustness analysis under “contamination” is performed. Numerical results are given to illustrate the theory.