Sequential probability ratio tests based on grouped observations

Description

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.

Links & Downloads

1. urn:nbn:de:bsz:ch1-201000938
2. https://monarch.qucosa.de/id/qucosa%3A19344
3. https://monarch.qucosa.de/api/qucosa%3A19344/attachment/ATT-0/
4. https://monarch.qucosa.de/api/qucosa%3A19344/attachment/ATT-1/

Tags

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

Additional Fields

Identifer	oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:19344
Date	26 June 2010
Creators	Eger, Karl-Heinz, Tsoy, Evgeni Borisovich
Publisher	Technische Universität Chemnitz, Mongolian University of Science and Technology
Source Sets	Hochschulschriftenserver (HSSS) der SLUB Dresden
Language	English
Detected Language	English
Type	doc-type:conferenceObject, info:eu-repo/semantics/conferenceObject, doc-type:Text
Source	Proceedings of 'The Second International Forum on Strategic Technology - IFOST 2007', 3-5 October 2007, Ulaanbaatar, Mongolia, pp. 284-287.
Rights	info:eu-repo/semantics/openAccess