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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 11 to 12 of 12 (0.141 seconds)

Spelling suggestions: "subject:"sequential probability ratio test"" "subject:"equential probability ratio test""

11

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
12

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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