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Lecture 21: Hypothesis Testing and Random Walks

This video was recorded at 6.262 Discrete Stochastic Processes. 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.

Keywords:: videolectures, ocwc, oec

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Mathematics and Statistics / Mathematics

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Material Type:: Presentation
Date Added to MERLOT:: February 10, 2015
Date Modified in MERLOT:: February 10, 2015
Author:: Robert G. Gallager, Center for Future Civic Media
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Video

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Accessibility Information Available:: Unknown
Creative Commons:: This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States