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Sequential probability ratio tests based on grouped observations

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000938
Date26 June 2010
CreatorsEger, Karl-Heinz, Tsoy, Evgeni Borisovich
ContributorsTU Chemnitz, Fakultät für Mathematik, Mongolian University of Science and Technology,
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:conferenceObject
Formatapplication/pdf, text/plain, application/zip
SourceProceedings of 'The Second International Forum on Strategic Technology - IFOST 2007', 3-5 October 2007, Ulaanbaatar, Mongolia, pp. 284-287.

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