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Stochastik, 5th Edition
book

Stochastik, 5th Edition

by Hans-Otto Georgii
May 2015
Intermediate to advanced
448 pages
12h 53m
German
De Gruyter
Content preview from Stochastik, 5th Edition

Kapitel 10

Testen von Hypothesen

Während man in der Schätztheorie die Beobachtungen nur dazu nutzt, den zugrunde liegenden Zufallsmechanismus möglichst zutreffend zu beurteilen, geht es in der Testtheorie um das rationale Verhalten in (eventuell folgenschweren) Entscheidungssituationen. Man formuliert eine Hypothese über den wahren Zufallsmechanismus, der die Beobachtungen steuert, und muss sich anhand der Beobachtungsergebnisse entscheiden, ob man die Hypothese für zutreffend hält oder nicht. Dabei kann man sich natürlich irren. Deshalb möchte man Entscheidungsregeln entwickeln, für welche die Irrtumswahrscheinlichkeit möglichst klein ist – egal welche Situation in Wahrheit vorliegt.

10.1 Entscheidungsprobleme

Zur Motivation erinnern wir an ...

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Publisher Resources

ISBN: 9783110386868