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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Showing 1 to 2 of 2 (0.069 seconds)

Spelling suggestions: "subject:"conjugated parameter pairs"" "subject:"eonjugated parameter pairs""

1

Robustness of Sequential Probability Ratio Tests in Case of Nuisance Parameters

Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 27 June 2010 (has links) (PDF)
This paper deals with the computation of OC- and ASN-function of sequential probability ratio tests in the multi-parameter case. In generalization of the method of conjugated parameter pairs Wald-like approximations are presented for the OC- and ASN-function. These characteristics can be used describing robustness properties of a sequential test in case of nuisance parameters. As examples tests are considered for the mean and the variance of a normal distribution.
ASN-function
Conjugated parameter pairs
Normal distribution
Nuisance parameters
OC-function
Robustness
Sequential analysis
Sequential probability ratio test
Sequential test
Wald approximations
ddc:500
ddc:600
Sequentieller Test
Statistischer Test
2

Robustness of Sequential Probability Ratio Tests in Case of Nuisance Parameters

Eger, Karl-Heinz, Tsoy, Evgeni Borisovich 27 June 2010 (has links)
This paper deals with the computation of OC- and ASN-function of sequential probability ratio tests in the multi-parameter case. In generalization of the method of conjugated parameter pairs Wald-like approximations are presented for the OC- and ASN-function. These characteristics can be used describing robustness properties of a sequential test in case of nuisance parameters. As examples tests are considered for the mean and the variance of a normal distribution.
info:eu-repo/classification/ddc/500
ddc:500
info:eu-repo/classification/ddc/600
ddc:600
Sequentieller Test
Statistischer Test
ASN-function
Conjugated parameter pairs
Normal distribution
Nuisance parameters
OC-function
Robustness
Sequential analysis
Sequential probability ratio test
Sequential test
Wald approximations

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