- AutorIn
- Karl-Heinz Eger
- Evgeni Borisovich Tsoy
- Titel
- Sequential probability ratio tests based on grouped observations
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-201000938
- Quellenangabe
- Proceedings of 'The Second International Forum on Strategic Technology - IFOST 2007', 3-5 October 2007, Ulaanbaatar, Mongolia, pp. 284-287.
- Abstract (DE)
- 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.
- Freie Schlagwörter
- 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
- Klassifikation (DDC)
- 500
- 600
- Normschlagwörter (GND)
- Sequentieller Likelihoodverhältnistest
- Sequentieller Test
- Verlag
- Mongolian University of Science and Technology, Chemnitz
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-201000938
- Veröffentlichungsdatum Qucosa
- 26.06.2010
- Dokumenttyp
- Konferenzbeitrag
- Sprache des Dokumentes
- Englisch