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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000938 |
| Date | 26 June 2010 |
| Creators | Eger, Karl-Heinz, Tsoy, Evgeni Borisovich |
| Contributors | TU Chemnitz, Fakultät für Mathematik, Mongolian University of Science and Technology, |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:conferenceObject |
| Format | application/pdf, text/plain, application/zip |
| Source | Proceedings of 'The Second International Forum on Strategic Technology - IFOST 2007', 3-5 October 2007, Ulaanbaatar, Mongolia, pp. 284-287. |
Page generated in 0.0026 seconds