Spelling suggestions: "subject:"sequentielle likelihoodkvottestet"" "subject:"sequentielle likelihoodquotiententest""
1 |
Sequential probability ratio tests based on grouped observationsEger, 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.
|
2 |
Sequential probability ratio tests based on grouped observationsEger, 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.
|
Page generated in 0.0854 seconds