Comparison of the scan and the average likelihood ratio in Gaussian mean regression

Pavlova Evgenia (Autor)

Buch | Softcover

64 Seiten

2016 | 16001 A. 1. Auflage
GRIN Verlag
978-3-668-24055-1 (ISBN)

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Master's Thesis from the year 2013 in the subject Mathematics - Stochastics, grade: 1.3, University of Göttingen (Institut für Mathematische Stochastik), language: English, abstract: The present thesis is devoted to the problem of detecting a signal with an unknown spatial extent against a noisy background. This is modelled within the framework of Gaussian mean regression.
We compare performances of the maximum likelihood ratio (scan) statistic, the average likelihood ratio statistic and penalized scan statistic in detecting a signal with both unknown amplitude and length. The work contains theoretical as well es application results.

Erscheinungsdatum	28.07.2016
Sprache	englisch
Maße	148 x 210 mm
Gewicht	105 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	average likelihood ratio • averagelikelihoodratio • penalized scan • penalizedscan • Scan • Statistik • statstics • stochastic • Wahrscheinlichkeitsrechnung und Statistik
ISBN-10	3-668-24055-8 / 3668240558
ISBN-13	978-3-668-24055-1 / 9783668240551
Zustand	Neuware