Optimal Hypothesis Testing in Case of Regulatory Thresholds

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  • Universität der Bundeswehr München
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Details

Original languageEnglish
Title of host publicationVII Hotine-Marussi Symposium on Mathematical Geodesy - Proceedings of the Symposium
PublisherSpringer Verlag
Pages75-80
Number of pages6
ISBN (Electronic)978-3-642-22078-4
ISBN (Print)9783642220777
Publication statusPublished - 2012
Externally publishedYes
EventVII Hotine-Marussi Symposium on Mathematical Geodesy - Rome, Italy
Duration: 6 Jun 200910 Jun 2009
Conference number: 7

Publication series

NameInternational Association of Geodesy Symposia
Volume137
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.

Keywords

    Decision making, Fuzzy data analysis, Hypothesis testing, Imprecise data, Regulatory thresholds, Utility theory

ASJC Scopus subject areas

Cite this

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. p. 75-80 (International Association of Geodesy Symposia; Vol. 137).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer 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, vol. 137, Springer Verlag, pp. 75-80, VII Hotine-Marussi Symposium on Mathematical Geodesy, Rome, Italy, 6 Jun 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 (pp. 75-80). (International Association of Geodesy Symposia; Vol. 137). Springer Verlag. Advance online publication. 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. p. 75-80. (International Association of Geodesy Symposia). Epub 2011 Oct 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. pp. 75-80 (International Association of Geodesy Symposia).
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