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SEQUENTIAL ANALYSIS OF ENVIRONMENTAL MONITORING DATA: OPTIMAL SPRTs
Author(s) -
SCHIPPER MARIA,
DEN HARTOG JOLANDA,
MEELIS EVERT
Publication year - 1997
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/(sici)1099-095x(199701)8:1<29::aid-env236>3.0.co;2-3
Subject(s) - sequential probability ratio test , statistics , sampling (signal processing) , minimax , covariance matrix , variance (accounting) , null hypothesis , mathematics
Data provided by an environmental monitoring system are sampled successively. We propose to analyse such data by means of the sequential probability ratio test (SPRT) which is especially designed to analyse data which are sampled consecutively. We present a method, the minimax method, that can be used to select an SPRT which is optimal in testing the null hypothesis θ = θ 0 against the composite alternative hypothesis θ ≠ θ 0 for three monitoring systems, namely a system consisting of one sampling location with known mean and variance, a system consisting of one sampling location with unknown mean and variance and a system consisting of two sampling locations with unknown mean and covariance matrix. The latter test is applied to field data of the mallard. © 1997 by John Wiley & Sons, Ltd.