Results 271 to 280 of about 2,957,243 (305)

Wald tests for direction detection in noise and interference

Multidimensional Systems and Signal Processing, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wenjuan Li, Haibo Tong, Kai Li, Yang Yang, Weijian Liu 0001   +4 more
openaire   +3 more sources

Wald Tests of Location for Symmetric Nonnormal Data

Biometrical Journal, 2000
Summary: For nonnormal data we suggest a test of location based on a broader family of distributions than normality. Such a test will in a sense fall between the standard parametric and nonparametric tests. We see that the Wald tests based on this family of distributions have some advantages over the score tests and that they perform well in comparison
Carolan, A. M., Rayner, J. C. W.
openaire   +2 more sources

Coincidence of the Rao Test, Wald Test, and GLRT in Partially Homogeneous Environment

IEEE Signal Processing Letters, 2008
This letter deals with the problem of detecting a signal known up to a scaling factor in the presence of partially homogeneous Gaussian disturbance with unknown covariance matrix. It is proved that the Rao test and the Wald test coincide with the generalized likelihood ratio test (GLRT) previously derived. Otherwise stated, the Rao test, the Wald test,
DE MAIO, ANTONIO, S. Iommelli
openaire   +3 more sources

Exploration of the MCMC Wald test with linear regression

Behavior Research Methods
Recently, Asparouhov and Muthén Structural Equation Modeling: A Multidisciplinary Journal, 28, 1-14, (2021a, 2021b) proposed a variant of the Wald test that uses Markov chain Monte Carlo machinery to generate a chi-square test statistic for frequentist inference.
Michael P. Woller, Craig K. Enders
openaire   +2 more sources

On A. Wald’s Test Comparing Two Normal Samples

Theory of Probability & Its Applications, 1964
The well known Wald test comparing the means of two normal samples with unequal variances is of the form: $|{{\bar x - \bar y} / {s_2 }}| \geqq \varphi ({{s_1 } / {s_2 }})$ (critical zone). A. Wald constructed the function $\varphi $ for which the test is approximately similar with respect to $\sigma _1 $ and $\sigma _2 $.
openaire   +1 more source

The choice of a Wald test on the mean of a normal population

Biometrika, 1970
SUMMARY A figure is given that will allow the boundaries corresponding to fixed probabilities of error of a Wald type sequential test on the mean of a normal population with known standard deviation to be found, with reasonable accuracy, without difficulty. Another figure can be used to obtain, quite accurately, the average sample numbers corresponding
openaire   +2 more sources

A note on the asymptotic efficiency of the sobel–wald test

Journal of Statistical Planning and Inference, 1981
Let X1,X2, … be iid random variables with the pdf f(x,θ)=exp(θx−b(θ)) relative to a σ-finite measure μ, and consider the problem of deciding among three simple hypotheses Hi:θ=θi (1⩽i⩽3) subject to P(accept Hi|θi)=1−α (1⩽i⩽3). A procedure similar to Sobel–Wald procedure is discussed and its asymptotic efficiency as compared with the best nonsequential ...
openaire   +2 more sources

Strategical Test — A Generalization of the Wald’s Sequential Test

1983
It is well known that the Wald’s sequential test terminates with probability one (and simultaneously is in some sense optimal) if a sampled sequence of random variables is independent and identically distributed (i.i.d.). In this paper we shall deal with the Wald’s sequential test constructed for a special sequence of dependent and unidentically ...
openaire   +1 more source

On Extending the Optimality Region of Wald’s Test

Theory of Probability & Its Applications, 1980
Krylov, N. V., Miroshnichenko, T. P.
openaire   +2 more sources

TABLES FOR WALD TESTS FOR THE MEAN OF A NORMAL DISTRIBUTION

Biometrika, 1959
Barraclough, E. D., Page, E. S.
openaire   +2 more sources