Comparison Analysis of the Wald-s and the Bayes Type Sequential Methods for Testing Hypotheses
نویسنده
چکیده
The Comparison analysis of the Wald’s and Bayestype sequential methods for testing hypotheses is offered. The merits of the new sequential test are: universality which consists in optimality (with given criteria) and uniformity of decision-making regions for any number of hypotheses; simplicity, convenience and uniformity of the algorithms of their realization; reliability of the obtained results and an opportunity of providing the errors probabilities of desirable values. There are given the Computation results of concrete examples which confirm the above-stated characteristics of the new method and characterize the considered methods in regard to each other. Keywords—Errors of types I and II, likelihood ratio, the Bayes Type Sequential test, the Wald’s sequential test, averaged number of observations.
منابع مشابه
Bayesin estimation and prediction whit multiply type-II censored sample of sequential order statistics from one-and-two-parameter exponential distribution
In this article introduce the sequential order statistics. Therefore based on multiply Type-II censored sample of sequential order statistics, Bayesian estimators are derived for the parameters of one- and two- parameter exponential distributions under the assumption that the prior distribution is given by an inverse gamma distribution and the Bayes estimator with respect to squared error loss ...
متن کاملBAYES PREDICTION INTERVALS FOR THE BURR TYPE XI1 DISTRIBUTION IN THE PRESENCE OF OUTLIERS
Using a sample fiom Burr type XU distribution, Bayes prediction intervals are derived for the maximum and minimum of a future sample fromthe same distribution, but in the presence of a single outlier of the type 8,8. The prior of Q is assumed to be the gamma conjugate. A real example is given to illustrate the procedure. Also, the comparison between the values of the prediction bounds for dif...
متن کاملImproving the Performance of Bayesian Estimation Methods in Estimations of Shift Point and Comparison with MLE Approach
A Bayesian analysis is used to detect a change-point in a sequence of independent random variables from exponential distributions. In This paper, we try to estimate change point which occurs in any sequence of independent exponential observations. The Bayes estimators are derived for change point, the rate of exponential distribution before shift and the rate of exponential distribution after s...
متن کاملAssessment of Transparency Impact of Accounting Information on the Cost of the Audit for each Type of Industry
One of the main instruments of accountability in economic activities is auditing. But despite the extent of audit work, determining the fees for this service in our country is not based on a scientific model and reasonably we cannot claim, according to firm's characteristic and with what cost, the work would be done. In this regard, we have tested the impact of transparency of accounting inform...
متن کاملBayes Estimation for a Simple Step-stress Model with Type-I Censored Data from the Geometric Distribution
This paper focuses on a Bayes inference model for a simple step-stress life test using Type-I censored sample in a discrete set-up. Assuming the failure times at each stress level are geometrically distributed, the Bayes estimation problem of the parameters of interest is investigated in the both of point and interval approaches. To derive the Bayesian point estimators, some various balanced lo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2013