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The likelihood ratio and its applications in sequential analysis

โœ Scribed by Bennett Eisenberg; B.K Ghosh

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
707 KB
Volume
9
Category
Article
ISSN
0047-259X

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In this paper we introduce a simple framework which provides a basis for estimating parameters and testing statistical hypotheses in complex models. The only assumption that is made in the model describing the process under study, is that the deviations of the observations from the model have a mult