- 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.
Search results
Showing 31 to 32 of 32 (0.104 seconds)Spelling suggestions: "subject:"statistischer test"" "subject:"statistischer est""
| 31 |
A CUSUM test for discrete monitoring of intensity of a Poisson processEger, Karl-Heinz 13 June 2010 (has links)
This paper deals with CUSUM tests for monitoring
of intensity parameter of a Poisson process if this
process can be observed in a restricted manner only at pregiven
equidistant time points. In this case the process can
be monitored by means of a CUSUM test for the parameter
of a corresponding Poisson distribution.
For rational reference parameter values the computation
of average run length is reduced to that of solving of a
system of simultaneous linear equations. The performance
of obtained CUSUM tests is discussed by means of corresponding
examples.
|
| 32 |
Robustness of Sequential Probability Ratio Tests in Case of Nuisance ParametersEger, 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.
|
Page generated in 0.1109 seconds