Optimal Hypothesis Testing in Case of Regulatory Thresholds

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

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  • Universität der Bundeswehr München
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OriginalspracheEnglisch
Titel des SammelwerksVII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium
Herausgeber (Verlag)Springer Verlag
Seiten75-80
Seitenumfang6
ISBN (elektronisch)978-3-642-22078-4
ISBN (Print)9783642220777
PublikationsstatusVeröffentlicht - 2012
Extern publiziertJa
VeranstaltungVII Hotine-Marussi Symposium on Mathematical Geodesy - Rome, Italien
Dauer: 6 Juni 200910 Juni 2009
Konferenznummer: 7

Publikationsreihe

NameInternational Association of Geodesy Symposia
Band137
ISSN (Print)0939-9585

Abstract

In this study hypothesis testing is treated, when neither the probability density function (pdf) of the test statistic under the null hypothesis nor the pdf of the test statistic under the alternative hypothesis are known. First, the classical procedure in case of random variability is reviewed. Then, the testing procedure is extended to the case when the uncertainty of the measurements comprises both random and systematic errors. Both types of uncertainty are treated in a comprehensive way using fuzzy-random variables (FRVs) which represent a combination of probability and fuzzy theory. The classical case of random errors (absence of systematic errors) is a special case of FRVs. The underlying theory of the procedure is outlined in particular. The approach allows the consideration of fuzzy regions of acceptance and rejection. The final (optimal) test decision is based on the utility theory which selects the test decision with the largest expected utility as the most beneficial one. An example illustrates the theoretical concept.

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Optimal Hypothesis Testing in Case of Regulatory Thresholds. / Neumann, I.; Kutterer, H.
VII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. Springer Verlag, 2012. S. 75-80 (International Association of Geodesy Symposia; Band 137).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Neumann, I & Kutterer, H 2012, Optimal Hypothesis Testing in Case of Regulatory Thresholds. in VII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. International Association of Geodesy Symposia, Bd. 137, Springer Verlag, S. 75-80, VII Hotine-Marussi Symposium on Mathematical Geodesy, Rome, Italien, 6 Juni 2009. https://doi.org/10.1007/978-3-642-22078-4_11
Neumann, I., & Kutterer, H. (2012). Optimal Hypothesis Testing in Case of Regulatory Thresholds. In VII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium (S. 75-80). (International Association of Geodesy Symposia; Band 137). Springer Verlag. Vorabveröffentlichung online. https://doi.org/10.1007/978-3-642-22078-4_11
Neumann I, Kutterer H. Optimal Hypothesis Testing in Case of Regulatory Thresholds. in VII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. Springer Verlag. 2012. S. 75-80. (International Association of Geodesy Symposia). Epub 2011 Okt 18. doi: 10.1007/978-3-642-22078-4_11
Neumann, I. ; Kutterer, H. / Optimal Hypothesis Testing in Case of Regulatory Thresholds. VII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium. Springer Verlag, 2012. S. 75-80 (International Association of Geodesy Symposia).
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