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1	CUSUM tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links) (PDF) This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups. Average run length CUSUM Change point problem Classified observations Continuous inspection schemes Cumulative sum test Grouped observations Sequential analysis Sequential tests ddc:500 ddc:600 CUSUM-Kontrollkarte Sequentieller Test
2	Sequential probability ratio tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 26 June 2010 (has links) (PDF) This paper deals with sequential likelihood ratio tests based on grouped observations. It is demonstrated that the method of conjugated parameter pairs known from the non-grouped case can be extended to the grouped case obtaining Waldlike approximations for the OC- and ASN- function. For near hypotheses so-called F-optimal groupings are recommended. As example an SPRT based on grouped observations for the parameter of an exponentially distributed random variable is considered. ASN-function Classified observations Grouped observations Hypotheses testing OC-function Operating characteristic function Sequential analysis Sequential likelihood ratio test Sequential probability ratio test Sequential test Wald approximations ddc:500 ddc:600 Sequentieller Likelihoodverhältnistest Sequentieller Test
3	CUSUM tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links) This paper deals with CUSUM tests based on grouped or classified observations. The computation of average run length is reduced to that of solving of a system of simultaneous linear equations. Moreover a corresponding approximation based on the Wald approximations for characteristics of sequential likelihood ratio tests is presented. The effect of grouping is investigated with a CUSUM test for the mean of a normal distribution based on F-optimal grouping schemes. The considered example demonstrates that hight efficient CUSUM tests can be obtained for F-optimal grouping schemes already with a small number of groups. info:eu-repo/classification/ddc/500 ddc:500 info:eu-repo/classification/ddc/600 ddc:600 CUSUM-Kontrollkarte Sequentieller Test Average run length CUSUM Change point problem Classified observations Continuous inspection schemes Cumulative sum test Grouped observations Sequential analysis Sequential tests
4	Sequential probability ratio tests based on grouped observations Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 26 June 2010 (has links) This paper deals with sequential likelihood ratio tests based on grouped observations. It is demonstrated that the method of conjugated parameter pairs known from the non-grouped case can be extended to the grouped case obtaining Waldlike approximations for the OC- and ASN- function. For near hypotheses so-called F-optimal groupings are recommended. As example an SPRT based on grouped observations for the parameter of an exponentially distributed random variable is considered. info:eu-repo/classification/ddc/500 ddc:500 info:eu-repo/classification/ddc/600 ddc:600 Sequentieller Likelihoodverhältnistest Sequentieller Test ASN-function Classified observations Grouped observations Hypotheses testing OC-function Operating characteristic function Sequential analysis Sequential likelihood ratio test Sequential probability ratio test Sequential test Wald approximations

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