Lecture 21: Hypothesis Testing and Random Walks

Name: Lecture 21: Hypothesis Testing and Random Walks
Uploaded: 2012-06-29T19:44:57Z
Duration: 1 h 25 min 23 s
Description: Description: Sequential hypothesis testing is viewed as a random walk example. Threshold hypothesis tests are distinguished from random walk thresholds. Random walk threshold probabilities are analyzed by Chernoff bounds. Instructor: Prof. Robert Gallager

1:25:23

Description: Sequential hypothesis testing is viewed as a random walk example. Threshold hypothesis tests are distinguished from random walk thresholds. Random walk threshold probabilities are analyzed by Chernoff bounds.

Instructor: Prof. Robert Gallager