OPTIMAL SAMPLING OF INDEPENDENT INCREMENT PROCESSES.

C. M. Newman, B. W. Stuck

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)213-225
Number of pages13
JournalStochastics
Volume2
Issue number4
StatePublished - 1979

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation

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