Likelihood ratios for sequential hypothesis testing on Markov sequences.
Louis L. ScharfLoren W. NoltePublished in: IEEE Trans. Inf. Theory (1977)
Keyphrases
- hypothesis testing
- likelihood ratio
- sequential data
- hidden markov models
- recursive algorithm
- robust statistical
- hypothesis test
- statistical tests
- likelihood ratio test
- test statistic
- markov chain
- null hypothesis
- confidence intervals
- false discovery rate
- data sets
- markov processes
- maximum likelihood
- state space
- feature selection
- learning algorithm