Global ETD Search

1	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
2	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
3	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
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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