ASYMPTOTIC EFFICIENCY OF A SEQUENTIAL MULTIHYPOTHESIS TEST    

                               Carl W. Baum
                          Venugopal V. Veeravalli


                                 Abstract

A sequential multihypothesis test known as the MSPRT is generalized to
account for nonuniform decision costs.  Bounds on error probabilities
and asymptotic expressions for the stopping time and error
probabilities are given.  A key result of this correspondence is a
proof that the generalized MSPRT is asymptotically efficient.