6.262 | Spring 2011 | Graduate

Discrete Stochastic Processes

Video Lectures

Lecture 21: Hypothesis Testing and Random Walks

Description: Sequential hypothesis testing is viewed as a random walk example. Threshold hypothesis tests are distinguished from random walk thresholds. Random walk threshold probabilities are analyzed by Chernoff bounds.

Instructor: Prof. Robert Gallager

Hypothesis Testing and Random Walks (PDF)

Course Info

As Taught In
Spring 2011
Level
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Exams with Solutions
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Lecture Videos
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