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Sequential probability ratio test

About: Sequential probability ratio test is a research topic. Over the lifetime, 1248 publications have been published within this topic receiving 22355 citations.


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Journal ArticleDOI
TL;DR: This paper presents variable acceptance sampling plans based on the assumption that consecutive observations on a quality characteristic (X) are autocorrelated and are governed by a stationary autoregressive moving average (ARMA) process.
Abstract: This paper presents variable acceptance sampling plans based on the assumption that consecutive observations on a quality characteristic(X) are autocorrelated and are governed by a stationary autoregressive moving average (ARMA) process. The sampling plans are obtained under the assumption that an adequate ARMA model can be identified based on historical data from the process. Two types of acceptance sampling plans are presented: (1) Non-sequential acceptance sampling: In this case historical data is available based on which an ARMA model is identified. Parameter estimates are used to determine the action limit (k) and the sample size(n). A decision regarding acceptance of a process is made after a complete sample of size n is selected. (2) Sequential acceptance sampling: Here too historical data is available based on which an ARMA model is identified. A decision regarding whether or not to accept a process is made after each individual sample observation becomes available. The concept of Sequential Probability Ratio Test (SPRT) is used to derive the sampling plans. Simulation studies are used to assess the effect of uncertainties in parameter estimates and the effect of model misidentification (based on historical data) on sample size for the sampling plans. Macros for computing the required sample size using both methods based on several ARMA models can be found on the author's web page http://pages.towson.edu/aminza/papers.html .

6 citations

Journal ArticleDOI
TL;DR: In this article, a class of continuous-time sequential tests based on the transformed total time on test and the total number of failures is proposed, where Steck's recursions for rectangle probabilities of uniform order statistics simplifies the exact computation for the operating characteristic, the average sample number, and the average failure number.
Abstract: Assume that the probability density function for the lifetime of a newly designed product has the form: , for some known H(·). The Exponential e(θ), Rayleigh, and Pareto Pdf's are special cases. A class of continuous-time sequential tests based on the transformed total time on test and the total number of failures is proposed. The use of Steck's (1971) recursions for rectangle probabilities of uniform order statistics simplifies the exact computation for the operating characteristic, the average sample number, and the average failure number. Applications are given to Epstein and Sobel's (1955) continuous-time sequential probability ratio tests (SPRT), Anderson (1960) type of modification to the SPRT, a Bayesian sequential reliability demonstration test (BSRDT) and a predictive sequentila reliability demonstration test (PSRDT). Jeffreys’ prior appears inappropriate for both BSRDT's and PSRDT's. An ad hoc noninformative prior is used for BSRDT's and PSRDT's. Relationship between BSRDT's and PSRDT's is discu...

6 citations

Proceedings ArticleDOI
17 Dec 1997
TL;DR: This work compares two hybrid active schemes both using sequential tests at the testing stage and presents the system and channel models, and the sequential decision rules and numerical results are given.
Abstract: Direct sequence spread spectrum (DS/SS) technology has been proven very useful in various mobile communication and global positioning systems. In order to exploit the advantages of a DS/SS signal the receiver must first be to able synchronize the local pseudonoise (PN) code with the received PN code. This is usually done in two steps: acquisition and tracking. First, the acquisition process coarsely aligns the two PN codes to within a fraction of a chip duration. The tracking circuit then takes over and performs fine adjustment until the desired accuracy is achieved. Hybrid acquisition schemes have been shown to provide a useful tradeoff between the low complexity of serial schemes and the high speed of parallel schemes. We compare two hybrid active schemes both using sequential tests at the testing stage. The first scheme uses a test based on the M-ary sequential probability ratio test (MSPRT), while the second scheme uses a test based on the sequential probability ratio test (SPRT) that utilizes M SPRTs operating independently. The latter scheme can be viewed as a form of pipelining. Both coherent and noncoherent acquisition are considered. The system and channel models are presented, and the sequential decision rules and numerical results are given.

6 citations

Journal ArticleDOI
TL;DR: In this article, a Poisson generalized linear mixed model (GLMM) was proposed for the design of a multicenter randomized clinical trial that compares two preventive treatments for surgical site infections.

6 citations

Journal ArticleDOI
TL;DR: An on-line Bayesian based multiple hypotheses Shiryayev sequential probability ratio test (SSPRT) for the detection/isolation of new active users in a multiuser code division multiple access (CDMA) environment is presented and it is shown that when such information is available, the SSPRT algorithm can achieve better performance than the non-Bayesian approach.
Abstract: An on-line Bayesian based multiple hypotheses Shiryayev sequential probability ratio test (SSPRT) for the detection/isolation of new active users in a multiuser code division multiple access (CDMA) environment is presented. This SSPRT algorithm makes use of a priori knowledge of the user activity parameter. Comparison by simulation between this SSPRT algorithm and the non-Bayesian Matrix cumulative sum (CUSUM) shows that when such information is available, the SSPRT algorithm that uses this information can achieve better performance than the non-Bayesian approach.

6 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
20236
202223
202129
202023
201929
201832