Sequential Method With Applications To Testing A Class Of The Hypothesis Problem

Posted on:2015-04-22

Degree:Master

Type:Thesis

Country:China

Candidate:Z L Li

Full Text:PDF

GTID:2180330467485763

Subject:Probability theory and mathematical statistics

Abstract/Summary:

PDF Full Text Request

In this paper, we consider a class of the hypothesis test problem on random matrices. First,we use the classical method to test the hypothesis test problem. Then,we employ the sequential method to solve the problem in order to simplify the operation. We finally estimate the simplification degree in using the sequential method.

Keywords/Search Tags:

Random matrices, Hypothesis test, Sample correlation matrices, Dis-tribution function, Sequential method

PDF Full Text Request

Related items

1	Hypothesis Testing On High-dimensional Covariance Matrices And Beyond
2	Convergence Of The Empirical Spectral Distribution Function Of Large Dimensional Random Matrices
3	Limits Of Spectral Norm For Large Quaternion Sample Covariance Matrices And Correlation Matrices
4	Topics On Spectral Analysis Of Covariance Matrices And Its Application
5	Research On Sequential Test Methods Based On Multiple SPRTs
6	Limiting Behavior Of Eigenvectors Of Large Dimensional Random Matrices
7	Statistical Analysis of Random Symmetric Positive Definite Matrices via Eigen-Decompositio
8	Some Universality Results Of Random Matrix Theory
9	The Distribution Of Eigenvalues Of Large Dimensional Random Matrices Generated From Four Manifolds
10	Testing The Structures Of High-dimensional Covariance Matrices