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

Transcript
Lecture Slides
Hypothesis Testing and Random Walks ( PDF)

Course Info

Learning Resource Types

assignment_turned_in Problem Sets with Solutions
grading Exams with Solutions
menu_book Online Textbook
theaters Lecture Videos