TY - GEN
T1 - Opportunistic detection rules
AU - Zhang, Wenyi
AU - Moustakides, George V.
AU - Poor, H. Vincent
PY - 2014
Y1 - 2014
N2 - Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed samples. From a sequential decision perspective, ODRs are also mixtures of one-sided and truncated sequential detection rules. Several key properties of ODRs are established in this paper, in both the asymptotic regime in which the maximum sample size grows without bound, and the finite regime in which the maximum samples size is a fixed finite number. Furthermore, an extended setup, in which the maximum sample size is a random variable following a geometric distribution whose realization is not revealed to the statistician until observing the last sample, is studied.
AB - Opportunistic detection rules (ODRs) are variants of fixed-sample-size detection rules in which the statistician is allowed to make an early decision on the alternative hypothesis opportunistically based on the sequentially observed samples. From a sequential decision perspective, ODRs are also mixtures of one-sided and truncated sequential detection rules. Several key properties of ODRs are established in this paper, in both the asymptotic regime in which the maximum sample size grows without bound, and the finite regime in which the maximum samples size is a fixed finite number. Furthermore, an extended setup, in which the maximum sample size is a random variable following a geometric distribution whose realization is not revealed to the statistician until observing the last sample, is studied.
UR - http://www.scopus.com/inward/record.url?scp=84906561737&partnerID=8YFLogxK
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U2 - 10.1109/ISIT.2014.6874932
DO - 10.1109/ISIT.2014.6874932
M3 - Conference contribution
AN - SCOPUS:84906561737
SN - 9781479951864
T3 - IEEE International Symposium on Information Theory - Proceedings
SP - 746
EP - 750
BT - 2014 IEEE International Symposium on Information Theory, ISIT 2014
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2014 IEEE International Symposium on Information Theory, ISIT 2014
Y2 - 29 June 2014 through 4 July 2014
ER -