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
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Online Textbook
Lecture Videos