OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.

C. M. Newman; B. W. Stuck

doi:10.1080/17442507908833128

OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.

C. M. Newman, B. W. Stuck

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

A sample function drawn from a large class of independent increment processes with one of two sets of parameters is observed at evenly spaced time instants. The error probabilities associated with a standard hypothesis testing problem are studied as a function of the time interval between observations, holding the total number of observations fixed. A partial solution is obtained to the problem of choosing the optimal sampling rate.

Original language	English (US)
Pages (from-to)	213-225
Number of pages	13
Journal	Stochastics
Volume	2
Issue number	4
DOIs	https://doi.org/10.1080/17442507908833128
State	Published - 1979

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation

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10.1080/17442507908833128

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title = "OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.",

abstract = "A sample function drawn from a large class of independent increment processes with one of two sets of parameters is observed at evenly spaced time instants. The error probabilities associated with a standard hypothesis testing problem are studied as a function of the time interval between observations, holding the total number of observations fixed. A partial solution is obtained to the problem of choosing the optimal sampling rate.",

author = "Newman, {C. M.} and Stuck, {B. W.}",

note = "Funding Information: ?Research supported in part by NSF Grant MCS77-20683.",

year = "1979",

doi = "10.1080/17442507908833128",

language = "English (US)",

volume = "2",

pages = "213--225",

journal = "Stochastics",

issn = "0090-9491",

publisher = "Gordon and Breach Science Publishers",

number = "4",

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AU - Stuck, B. W.

N1 - Funding Information: ?Research supported in part by NSF Grant MCS77-20683.

PY - 1979

Y1 - 1979

N2 - A sample function drawn from a large class of independent increment processes with one of two sets of parameters is observed at evenly spaced time instants. The error probabilities associated with a standard hypothesis testing problem are studied as a function of the time interval between observations, holding the total number of observations fixed. A partial solution is obtained to the problem of choosing the optimal sampling rate.

AB - A sample function drawn from a large class of independent increment processes with one of two sets of parameters is observed at evenly spaced time instants. The error probabilities associated with a standard hypothesis testing problem are studied as a function of the time interval between observations, holding the total number of observations fixed. A partial solution is obtained to the problem of choosing the optimal sampling rate.

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DO - 10.1080/17442507908833128

M3 - Article

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EP - 225

JO - Stochastics

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IS - 4

ER -

OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.

Abstract

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