Journal ArticleDOI
A non-parametric sequential rank-sum probability ratio test method for binary hypothesis testing
Chenggang Yu,Bingjing Su +1 more
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TLDR
A non-parametric sequential rank-sum probability ratio test (SRPRT) method to conduct binary hypothesis test under such circumstances as if the sample distribution is non-Gaussian.About:
This article is published in Signal Processing.The article was published on 2004-07-01. It has received 7 citations till now. The article focuses on the topics: Sequential probability ratio test & p-value.read more
Citations
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Journal ArticleDOI
A novel fault detection system taking into account uncertainties in the reconstructed signals
TL;DR: The objective of the present work is to develop a novel, non-parametric, sequential decision strategy to decide whether the component is in normal or abnormal conditions that takes into account the quantified uncertainty on the reconstructions in the form of Prediction Intervals (PIs).
Journal ArticleDOI
Controlled Morris method: A new factor screening approach empowered by a distribution-free sequential multiple testing procedure
TL;DR: The controlled Morris method (CMM) is proposed for simulation-based factor screening, which integrates a distribution-free sequential multiple testing procedure with MM to control the Type I and Type II familywise error rates at the prescribed levels while achieving a high computational efficiency.
Proceedings ArticleDOI
A Novel Non-parametric Sequential Probability Ratio Test Method for Structural Condition Assessment
Z. H. Min,Limin Sun +1 more
TL;DR: In this paper, a non-parametric sequential probability ratio test (SPRT) method based on Mann-Whitney rank sum test was proposed for structural condition assessment by utilizing long-term structural health monitoring data.
A study of SPRT algorithm and New-Guard for radiation detection
TL;DR: Detailed requirements for an innovative hand-held radiation detection system are provided and additional features available on a New Generation User Adaptable Radiation Detector (New-GUARD) are underlines to help the field survey processes.
Journal ArticleDOI
The Elevator Fault Diagnosis Method Based on Sequential Probability Ratio Test (SPRT)
TL;DR: Experimental results show that the proposed elevator fault diagnosis method based on Sequential Probability Ratio Test has high accuracy in practical applications and is important to improve the performance of the fault diagnosis for the elevator mechanical system.
References
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Book
Nonparametric Statistical Methods
Myles Hollander,Douglas A. Wolfe +1 more
TL;DR: An ideal text for an upper-level undergraduate or first-year graduate course, Nonparametric Statistical Methods, Second Edition is also an invaluable source for professionals who want to keep abreast of the latest developments within this dynamic branch of modern statistics.
Book
Handbook of sequential analysis
B. K. Ghosh,Pranab Kumar Sen +1 more
TL;DR: A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 20th century as mentioned in this paper, where the sample size depends in a random manner on the accumulating data.
Journal ArticleDOI
A generalized Shiryayev sequential probability ratio test for change detection and isolation
D.P. Malladi,Jason L. Speyer +1 more
TL;DR: It is shown that for a certain criterion of optimality, this generalized Shiryayev SPRT detects and isolates a change in hypothesis in the conditionally independent measurement sequence in minimum time, unlike the Wald SPRT, which assumes the entire measurement sequence to correspond to a single hypothesis.
Journal ArticleDOI
Signal Validation Using an Adaptive Neural Fuzzy Inference System
TL;DR: An adaptive neural fuzzy inference system modeling technique is introduced for sensor and associated instrument channel calibration validation for sensor fault detection and statistical decision technique known as the sequential probability ratio test is used to detect sensor anomalies.