### 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) |
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Pages (from-to) | 213-225 |

Number of pages | 13 |

Journal | Stochastics |

Volume | 2 |

Issue number | 4 |

State | Published - 1979 |

### ASJC Scopus subject areas

- Statistics and Probability
- Modeling and Simulation

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## Cite this

Newman, C. M., & Stuck, B. W. (1979). OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.

*Stochastics*,*2*(4), 213-225.