Sequential tests:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Leipzig
Teubner
1985
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Teubner-Texte zur Mathematik
74 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 172 S. graph. Darst. |
| ISSN: | 0138-502X |
Internformat
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| 650 | 4 | |a Analyse séquentielle | |
| 650 | 4 | |a Sequential analysis | |
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Datensatz im Suchindex
| _version_ | 1804117825190625280 |
|---|---|
| adam_text | Contents
1. General theory 6
1.1 Introduction 7
1.2 Tests based on a seauence of random variables 11
1.3 Tests based on a sequence of statistics 13
1.4 Sufficient sequences of statistics 18
1.5 Convergence properties of the likelihood ratio sequence 23
1.6 Conjugated parameter pairs 26
2. Likelihood ratio tests 41
2.1 Tha power function 46
2.1.1 The WALO approximation for the power function 48
2.1.2 The WALD approximations for the stopping bounds 52
2.1.3 A tost for hypothesis HQ: 9 8* against Hj,: 0 0 53
2.1.4 The slope of the power function 57
2.1.5 Upper bounds for the trua risks 61
2.1.6 Bounds for the power function 63
2.2 Most powerful testa 67
2.3 Unbiased tests 76
2.4 Admissible tests 80
2.5 Monotone likelihood ratio families 92
2.6 The termination property 96
2.7 The average sample number function 99
2.8 The optimum property 104
3. The computation of the characteristics 107
3.1 Properties of tha continuation region 109
3.2 Tha computation of tha characteristics 112
3.3 The power function 119
3.4 The moments of tha sample siza 123
3.5 The distribution of tha saapla siza 124
3.6 Admissible tests 126
3.7 Grouped observation 130
3.9 Characteristics of truncated tasta 137
3.9 A continuous inspection schema 143
4. Discrimination among k 2 hypotheses 151
5. A sequential tast for a simultaneous observation of several 155
Bernoulli distributed random variablea
References 166
5
|
| any_adam_object | 1 |
| author | Eger, Karl-Heinz |
| author_facet | Eger, Karl-Heinz |
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| bvnumber | BV003479060 |
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| ctrlnum | (OCoLC)13343746 (DE-599)BVBBV003479060 |
| dewey-full | 519.5/4 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/4 |
| dewey-search | 519.5/4 |
| dewey-sort | 3519.5 14 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Book |
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| id | DE-604.BV003479060 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:00:33Z |
| institution | BVB |
| issn | 0138-502X |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002203992 |
| oclc_num | 13343746 |
| open_access_boolean | |
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| owner_facet | DE-384 DE-703 DE-20 DE-824 DE-19 DE-BY-UBM DE-634 DE-83 DE-188 |
| physical | 172 S. graph. Darst. |
| psigel | TUB-nvmb |
| publishDate | 1985 |
| publishDateSearch | 1985 |
| publishDateSort | 1985 |
| publisher | Teubner |
| record_format | marc |
| series | Teubner-Texte zur Mathematik |
| series2 | Teubner-Texte zur Mathematik |
| spelling | Eger, Karl-Heinz Verfasser aut Sequential tests Karl-Heinz Eger 1. Aufl. Leipzig Teubner 1985 172 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Teubner-Texte zur Mathematik 74 0138-502X Analyse séquentielle Sequential analysis Sequenzieller Test (DE-588)4139128-7 gnd rswk-swf Sequenzieller Test (DE-588)4139128-7 s DE-604 Teubner-Texte zur Mathematik 74 (DE-604)BV000012607 74 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002203992&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Eger, Karl-Heinz Sequential tests Teubner-Texte zur Mathematik Analyse séquentielle Sequential analysis Sequenzieller Test (DE-588)4139128-7 gnd |
| subject_GND | (DE-588)4139128-7 |
| title | Sequential tests |
| title_auth | Sequential tests |
| title_exact_search | Sequential tests |
| title_full | Sequential tests Karl-Heinz Eger |
| title_fullStr | Sequential tests Karl-Heinz Eger |
| title_full_unstemmed | Sequential tests Karl-Heinz Eger |
| title_short | Sequential tests |
| title_sort | sequential tests |
| topic | Analyse séquentielle Sequential analysis Sequenzieller Test (DE-588)4139128-7 gnd |
| topic_facet | Analyse séquentielle Sequential analysis Sequenzieller Test |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002203992&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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