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Dissertations / Theses on the topic 'Sequential probability ratio test'

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1

Starvaggi, Patrick William. "Exact Distributions of Sequential Probability Ratio Tests." Kent State University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=kent1397042380.

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2

Krantz, Elizabeth. "Sharpening the Boundaries of the Sequential Probability Ratio Test." TopSCHOLAR®, 2012. http://digitalcommons.wku.edu/theses/1169.

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In this thesis, we present an introduction to Wald’s Sequential Probability Ratio Test (SPRT) for binary outcomes. Previous researchers have investigated ways to modify the stopping boundaries that reduce the expected sample size for the test. In this research, we investigate ways to further improve these boundaries. For a given maximum allowable sample size, we develop a method intended to generate all possible sets of boundaries. We then find the one set of boundaries that minimizes the maximum expected sample size while still preserving the nominal error rates. Once the satisfying boundarie
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3

Eger, Karl-Heinz, and Evgeni Borisovich Tsoy. "Sequential probability ratio tests based on grouped observations." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-201000938.

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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.
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4

Eger, Karl-Heinz, and Evgeni Borisovich Tsoy. "Robustness of Sequential Probability Ratio Tests in Case of Nuisance Parameters." Universitätsbibliothek Chemnitz, 2010. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-201000949.

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This paper deals with the computation of OC- and ASN-function of sequential probability ratio tests in the multi-parameter case. In generalization of the method of conjugated parameter pairs Wald-like approximations are presented for the OC- and ASN-function. These characteristics can be used describing robustness properties of a sequential test in case of nuisance parameters. As examples tests are considered for the mean and the variance of a normal distribution.
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5

Ezzet, F. L. "Applied sequential methods : Robustness studies and procedures for detecting parameter changes." Thesis, University of Nottingham, 1985. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.353915.

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6

Yu, Xiaomin. "Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event Rate." University of Cincinnati / OhioLINK, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1244562576.

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7

Cox, Timothy F. "ANALYSIS OF AN ADAPTIVE SEQUENTIAL PROBABILITY RATIO TEST TYPE OF PCM FRAME SYNCHRONIZER." International Foundation for Telemetering, 1986. http://hdl.handle.net/10150/615275.

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International Telemetering Conference Proceedings / October 13-16, 1986 / Riviera Hotel, Las Vegas, Nevada<br>A simple adaptive algorithm is employed in the determination of operating parameters for a sequential probability ratio test (SPRT) type of PCM frame synchronizer. Performance data over a wide range of bit error rates are obtained by computer simulation. These data show a significant improvement in lock-to-search transition performance of the SPRT over the so-called conventional type of synchronizer.
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8

Shieh, Jung-Sheng. "Some applications of the Bechhofer-Kiefer-Sobel generalized sequential probability ratio test to software reliability testing." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/28928.

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9

Ganesan, Rajesh. "Process monitoring and feedback control using multiresolution analysis and machine learning." [Tampa, Fla] : University of South Florida, 2005. http://purl.fcla.edu/usf/dc/et/SFE0001248.

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10

Ru, Jifeng. "Adaptive estimation and detection techniques with applications." ScholarWorks@UNO, 2005. http://louisdl.louislibraries.org/u?/NOD,285.

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Thesis (Ph. D.)--University of New Orleans, 2005.<br>Title from electronic submission form. "A dissertation ... in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Engineering and Applied Science"--Dissertation t.p. Vita. Includes bibliographical references.
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11

Chen, Ruiliang. "Enhancing Attack Resilience in Cognitive Radio Networks." Diss., Virginia Tech, 2008. http://hdl.handle.net/10919/26330.

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The tremendous success of various wireless applications operating in unlicensed bands has resulted in the overcrowding of those bands. Cognitive radio (CR) is a new technology that enables an unlicensed user to coexist with incumbent users in licensed spectrum bands without inducing interference to incumbent communications. This technology can significantly alleviate the spectrum shortage problem and improve the efficiency of spectrum utilization. Networks consisting of CR nodes (i.e., CR networks)---often called dynamic spectrum access networks or NeXt Generation (XG) communication networks--
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12

Liu, Yu. "Estimation, Decision and Applications to Target Tracking." ScholarWorks@UNO, 2013. http://scholarworks.uno.edu/td/1758.

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This dissertation mainly consists of three parts. The first part proposes generalized linear minimum mean-square error (GLMMSE) estimation for nonlinear point estimation. The second part proposes a recursive joint decision and estimation (RJDE) algorithm for joint decision and estimation (JDE). The third part analyzes the performance of sequential probability ratio test (SPRT) when the log-likelihood ratios (LLR) are independent but not identically distributed. The linear minimum mean-square error (LMMSE) estimation plays an important role in nonlinear estimation. It searches for the best esti
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13

Lesser, Elizabeth Rochelle. "A New Right Tailed Test of the Ratio of Variances." UNF Digital Commons, 2016. http://digitalcommons.unf.edu/etd/719.

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It is important to be able to compare variances efficiently and accurately regardless of the parent populations. This study proposes a new right tailed test for the ratio of two variances using the Edgeworth’s expansion. To study the Type I error rate and Power performance, simulation was performed on the new test with various combinations of symmetric and skewed distributions. It is found to have more controlled Type I error rates than the existing tests. Additionally, it also has sufficient power. Therefore, the newly derived test provides a good robust alternative to the already existing me
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14

Barton, William H. "COMPARISON OF TWO SAMPLES BY A NONPARAMETRIC LIKELIHOOD-RATIO TEST." UKnowledge, 2010. http://uknowledge.uky.edu/gradschool_diss/99.

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In this dissertation we present a novel computational method, as well as its software implementation, to compare two samples by a nonparametric likelihood-ratio test. The basis of the comparison is a mean-type hypothesis. The software is written in the R-language [4]. The two samples are assumed to be independent. Their distributions, which are assumed to be unknown, may be discrete or continuous. The samples may be uncensored, right-censored, left-censored, or doubly-censored. Two software programs are offered. The first program covers the case of a single mean-type hypothesis. The second pro
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15

YU, CHENGGANG. "A SUB-GROUPING METHODOLOGY AND NON-PARAMETRIC SEQUENTIAL RATIO TEST FOR SIGNAL VALIDATION." University of Cincinnati / OhioLINK, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1022258703.

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16

Dai, Xiaogang. "Score Test and Likelihood Ratio Test for Zero-Inflated Binomial Distribution and Geometric Distribution." TopSCHOLAR®, 2018. https://digitalcommons.wku.edu/theses/2447.

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The main purpose of this thesis is to compare the performance of the score test and the likelihood ratio test by computing type I errors and type II errors when the tests are applied to the geometric distribution and inflated binomial distribution. We first derive test statistics of the score test and the likelihood ratio test for both distributions. We then use the software package R to perform a simulation to study the behavior of the two tests. We derive the R codes to calculate the two types of error for each distribution. We create lots of samples to approximate the likelihood of type I
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17

Liang, Yi. "Likelihood ratio test for the presence of cured individuals : a simulation study /." Internet access available to MUN users only, 2002. http://collections.mun.ca/u?/theses,157472.

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18

Samonenko, Inga. "Nonparametric permutation test statistics and their saddlepoint approximations." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/11672.

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This thesis gives results on permutation tests based on the likelihood ratio-like statistics described in Kolassa and Robinson (2011). We consider three cases: complete block, k-sample and k-sample multivariate designs used to test null hypothesis concerning population means. We introduce the likelihood ratio-like statistics for both complete block and k-sample multivariate designs and give saddlepoint approximations to the p-values for the tests. For complete block and k-sample cases, we extend the results to show the admissible domain of the likelihood ratio-like statistic in which permutati
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19

Grafström, Anton. "On unequal probability sampling designs." Doctoral thesis, Umeå universitet, Institutionen för matematik och matematisk statistik, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-33701.

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The main objective in sampling is to select a sample from a population in order to estimate some unknown population parameter, usually a total or a mean of some interesting variable. When the units in the population do not have the same probability of being included in a sample, it is called unequal probability sampling. The inclusion probabilities are usually chosen to be proportional to some auxiliary variable that is known for all units in the population. When unequal probability sampling is applicable, it generally gives much better estimates than sampling with equal probabilities. This th
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20

Hattaway, James T. "Parameter Estimation and Hypothesis Testing for the Truncated Normal Distribution with Applications to Introductory Statistics Grades." Diss., CLICK HERE for online access, 2010. http://contentdm.lib.byu.edu/ETD/image/etd3412.pdf.

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21

陳俊宇. "Statistical Process Control via the Sequential Probability Ratio Test." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/04080563454200184495.

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22

Shih, Yi-Ting, and 施宜廷. "GNSS Spoofing Detection Based On Sequential Probability Ratio Test." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/8jnk26.

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碩士<br>國立臺灣海洋大學<br>通訊與導航工程學系<br>105<br>An increasing number of applications and services are based on the Global Navigation Satellite System (GNSS). But satellite navigation systems tend to be in the transmission of signals easily jamming and spoofing, resulting in failure to work properly. Among them, the spoofing attack is more threatening and destructive than the jamming, because it will navigate the user to the wrong location and give the wrong time, and is not easy to be found, with good concealment. So spoofing detection is very important for many important applications and services. Sinc
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23

劉茂村. "The Search of Optimal Parameters for Sequential Probability Ratio Test." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/81550306691739614840.

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24

Kuo, Shuai-Yi, and 郭帥逸. "Applications of Generalized Sequential Probability Ratio Test to Polytomous Models." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/87132118915030579592.

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碩士<br>輔仁大學<br>統計資訊學系應用統計碩士班<br>101<br>Nowadays, all the achievement test, psychological scales and questionnaires, which are scored in the type of Likert scale, aim to classify the answer of the subjects into the corresponding category. This research uses generalized sequential probability ratio test to solve the problem of multi-categories. Generally, the result of research revealed that the classification accuracy of consequence of GSPRT is approximately 80% in circumstance without limiting the number of item. When the maximum number of test is getting less, the classification accuracy will
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25

曾聖峰. "Applying Item Response Theory in Computerized Classification Test Using Sequential Probability Ratio Test." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/70398954084059837484.

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26

Chien, Ting-Ta, and 簡廷達. "Wormhole Detection in Wireless Sensor Network Using Sequential Probability Ratio Test." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/33642267893977022469.

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碩士<br>國立暨南國際大學<br>資訊工程學系<br>102<br>Wormhole attack is that there are two malicious in wireless sensor networks attackers attempt to consume power sensors and destruction routing protocol. Attacker's approach is to capture two sensors and modified or copied, and then put back sensor network environment. Such behavior can lead normal sensors continually resend packets or can’t find the path back to the data collection stations. Wormhole attacks can easily subvert many network protocols and maliciously sink a large amount of traffic. As many new mobile applications emerge recently, the threat pos
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27

Haring, Samuel Heard. "A comparison of three statistical testing procedures for computerized classification testing with multiple cutscores and item selection methods." Thesis, 2014. http://hdl.handle.net/2152/24838.

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Computerized classification tests (CCT) have been used in high-stakes assessment settings where the express purpose of the testing is to assign a classification decision (e.g. pass/fail). One key feature of sequential probability ratio test-type procedures is that items are selected to maximize information around the cutscore region of the examinee ability distribution as opposed to common features of CATs where items are selected to maximize information at examinees' interim estimates. Previous research has examined the effectiveness of computerized adaptive tests (CAT) utilizing classificati
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28

Lee, Yen-nung, and 李彥農. "A Study on the Speaker Verification based on Sequential Probability Ratio Testing." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/81487995707606842097.

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29

Chuang, Kai-En, and 莊凱恩. "Comparison Between Akaike Information Criteria and Sequential Bootstrap Likelihood Ratio Test in Examining the Blending Status of Fresh/Old Grains." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/99112983064393492706.

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碩士<br>國立中興大學<br>農藝學系所<br>99<br>Summary Examining the blending status of old/fresh rice grains amounts to testing the number of components of a mixture distribution in statistical sense. Lin and Chen (2008) employed the sequential bootstrap likelihood ratio test (sequential bootstrap LRT) to test the number of components of different storage duration in a rice batch. The complicated computing process of the sequential bootstrap LRT method, however, entails to a declined efficiency of computer computation. Therefore, the current study, in hope of searching a more efficient tool, employed the Aka
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30

Vaidhiyan, Nidhin Koshy. "Neuronal Dissimilarity Indices that Predict Oddball Detection in Behaviour." Thesis, 2016. http://etd.iisc.ac.in/handle/2005/2669.

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Our vision is as yet unsurpassed by machines because of the sophisticated representations of objects in our brains. This representation is vastly different from a pixel-based representation used in machine storages. It is this sophisticated representation that enables us to perceive two faces as very different, i.e, they are far apart in the “perceptual space”, even though they are close to each other in their pixel-based representations. Neuroscientists have proposed distances between responses of neurons to the images (as measured in macaque monkeys) as a quantification of the “perceptual di
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31

Vaidhiyan, Nidhin Koshy. "Neuronal Dissimilarity Indices that Predict Oddball Detection in Behaviour." Thesis, 2016. http://etd.iisc.ernet.in/handle/2005/2669.

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Our vision is as yet unsurpassed by machines because of the sophisticated representations of objects in our brains. This representation is vastly different from a pixel-based representation used in machine storages. It is this sophisticated representation that enables us to perceive two faces as very different, i.e, they are far apart in the “perceptual space”, even though they are close to each other in their pixel-based representations. Neuroscientists have proposed distances between responses of neurons to the images (as measured in macaque monkeys) as a quantification of the “perceptual di
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