Showing papers on "Sequential probability ratio test published in 1988"
TL;DR: It is possible to obtain any positive value for the Wald test statistic, by rewriting the null hypothesis being tested in an algebraically equivalent form as discussed by the authors, and it is also possible to derive a positive result for any positive test statistic.
Abstract: It is possible to obtain any positive value for the Wald test statistic, by rewriting the null hypothesis being tested In an algebraically equivalent form.
35 citations
TL;DR: In this paper, a more elaborate approximation for a wider class of closed sequential tests is proposed for the excess over boundary in addition to the stopping time when the sequential test is terminated.
Abstract: SUMMARY Siegmund (1978) has developed a procedure for estimation following a closed sequential test, known as the repeated significance tests. Here a more elaborate approximation is proposed for a wider class of closed sequential tests. The major goal is to account for the excess over boundary in addition to the stopping time when the sequential test is terminated. Some hypothetical examples are used for comparing the two approximations. To investigate the properties of these procedures further, simulation results are presented in terms of estimated mean squared error, bias and variance for point estimators, and in terms of coverage probability and width for confidence intervals.
17 citations
TL;DR: In this article, a locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed, and the test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test.
Abstract: SUMMARY A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups with bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, a property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test even in situations where the actual significance level of the Wald test overstates the nominal level.
14 citations
TL;DR: This work proposed a backward SPRT failure detection system that uses the LLR evaluated in reverse from the current observation to hte past ones to detect degradation characterized by the increase of innovation variance.
5 citations
15 Jun 1988
TL;DR: In this article, the authors presented the theory and application of a sequential test procedure for fault detection and isolation (FDI) which is suited for development of intelligent instrumentation in strategic processes like aircraft and nuclear plants where redundant measurements are usually available for individual critical variables.
Abstract: The paper presents the theory and application of a sequential test procedure for fault detection and isolation (FDI). The test procedure is suited for development of intelligent instrumentation in strategic processes like aircraft and nuclear plants where redundant measurements are usually available for individual critical variables. The test procedure consists of (1) a generic redundancy management procedure which is essentially independent of the fault detection strategy and measurement noise statistics, and (2) a modified version of sequential probability ratio test (SPRT) algorithm for fault detection and isolation, which functions within the framework of the aforesaid redundancy management procedure. The sequential test procedure is suitable for real-time applications using commercially available microcomputers and its efficacy has been verified by on-line fault detection in an operating nuclear reactor.
4 citations
TL;DR: In this paper, a simple sequential nonparametric test for the two-sample problem is proposed, and a method of deriving its O.C. and A.S.N. funtions is given, and their adequacy confirmed by simulation.
Abstract: Summary
A simple sequential non-parametric test for the two-sample problem is proposed. A method of deriving its O.C. and A.S.N. funtions is given, and their adequacy confirmed by simulation. The test is found to require about 10 percent more observations than an optimal rank test; however it is much easier to apply. The test is found to be relatively robust.
3 citations
TL;DR: The dynamic signal component analysis method is integrated with the GCC, and an improved technique for detecting and isolating sensor maloperation and process anomaly is provided, also applicable to process control systems.
2 citations
15 Jun 1988
TL;DR: An on-line recursive FDD technique is developed through the design of a bank of Kalman filters and results of its application to fault detection in a stock tank are given.
Abstract: In this paper we apply Armitage's extended sequential probability ratio test (ESPRT) to the problem of fault detection and diagnosis (FDD). An on-line recursive FDD technique is developed through the design of a bank of Kalman filters. Simulation results of its application to fault detection in a stock tank are given.
1 citations
Journal Article•
1 citations
TL;DR: In this article, the authors present a numerically convenient procedure for computing Wald criteria for nested hypotheses, which does not require explicit derivation of the restrictions implied by the null hypothesis and hence its use might eliminate an intricate step in testing linear and nonlinear hypotheses.
Abstract: We present a numerically convenient procedure for computing Wald criteria for nested hypotheses. Similar to Szroeter’s (1983) generalized Wald test, the suggested procedure does not require explicit derivation of the restrictions implied by the null hypothesis and hence its use might eliminate an intricate step in testing linear and nonlinear hypotheses. We show that the traditional Wald test, Szroeter’s (1983) generalized Wald test and our procedure are asymptotically equivalent under H0. A class of nonlinear transformations of the restrictions for which the Wald statistic is asymptotically invariant is discussed. Finally, we illustrate the use of our procedure for testing the common factor restrictions in a dynamic regression model.
1 citations
TL;DR: In this paper, a two-sample partially sequential probability ratio test (PSPRT) is considered for the location problem with one sample fixed and the other sequential, where observations are assumed to come from two normal poptilatlons with equal and known variances.
Abstract: A two-sample partially sequential probability ratio test (PSPRT) is considered for the two-sample location problem with one sample fixed and the other sequential. Observations are assumed to come from two normal poptilatlons with equal and known variances. Asymptotically in the fixed-sample size the PSPRT is a truncated Wald one sample sequential probability test. Brownian motion approximations for boundary-crossing probabilities and expected sequential sample size are obtained. These calculations are compared to values obtained by Monte Carlo simulation.
TL;DR: A major feature of the proposed model is that the information accessible to the controller includes proprioceptive information associated with control manipulation in addition to visual information.
TL;DR: In this article, the authors examined the materials-loss problem under the assumption that one wishes to minimize the maximum expected amount of material diverted, and obtained a solution in the case of constant diversion under a simple sequential probability ratio test (SPRT).
Abstract: The materials-loss problem is examined under the assumption that one wishes to minimize the maximum expected amount of material diverted. A solution is obtained in the case of constant diversion under a simple sequential probability ratio test (SPRT). Extensions to the cases of correlated errors, random diversion schemes, and the Page and Shirayev-Roberts tests are examined. A thought-provoking application to the regulation of strategic special nuclear materials is given.