Model Introduced SPRT for Structural Change Detection of Time Series (II)
In this paper, using the notion of a binary Channel Matrix as well known in Information Theory, we present an equivalent relation between the SPRT (Sequential Probability Ratio Test) and Bayes’ Updating. Moreover, we show the relationship between the SPRT and NSPR (New Sequential Probability Ratio)...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2014-12-01
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| Series: | Journal of Robotics, Networking and Artificial Life (JRNAL) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/14961.pdf |