Abstract

An aspect of the measurement selection problem-the existence of anomalous orderings on the probability of error obtained by selected subsets of measurements-is discussed. It is shown that for any ordering on the probability of error as a function of the subset of measurements (subject to an obvious set monotonicity condition), there exists a multivariate normal two-hypothesis problem N(μ,K) versus N(μ,K) that exhibits this ordering. Thus no known nonexhaustive sequential k-measurement selection procedure is optimal, even for jointly normal measurements.

Keywords

Monotonic functionSelection (genetic algorithm)Set (abstract data type)MathematicsProbability of errorMultivariate normal distributionMultivariate statisticsFunction (biology)CombinatoricsStatisticsAlgorithmComputer scienceBiologyMathematical analysisArtificial intelligence

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Year
1977
Type
article
Volume
7
Issue
9
Pages
657-661
Citations
256
Access
Closed

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Thomas M. Cover, Jan Van Campenhout (1977). On the Possible Orderings in the Measurement Selection Problem. IEEE Transactions on Systems Man and Cybernetics , 7 (9) , 657-661. https://doi.org/10.1109/tsmc.1977.4309803

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DOI
10.1109/tsmc.1977.4309803