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.

Type I Error Probability Spending for Post-Market Drug and Vaccine Safety Surveillance With Poisson Data

Abstract: Statistical sequential hypothesis testing is meant to analyze cumulative data accruing in time. The methods can be divided in two types, group and continuous sequential approaches, and a question that arises is if one approach suppresses the other in some sense. For Poisson stochastic processes, we prove that continuous sequential analysis is uniformly better than group sequential under a comprehensive class of statistical performance measures. Hence, optimal solutions are in the class of continuous designs. This paper also offers a pioneer study that compares classical Type I error spending functions in terms of expected number of events to signal. This was done for a number of tuning parameters scenarios. The results indicate that a log-exp shape for the Type I error spending function is the best choice in most of the evaluated scenarios.

Sequential decentralized detection under noisy channels

Abstract: We consider decentralized detection through distributed sensors that perform level-triggered sampling and communicate with a fusion center (FC) via noisy channels. Each sensor computes its local log-likelihood ratio (LLR), samples it using the level-triggered sampling, and upon sampling transmits a single bit to the FC. Upon receiving a bit from a sensor, the FC updates the global LLR and performs a sequential probability ratio test (SPRT) step. We derive the fusion rules under various types of channels. We further provide non-asymptotic and asymptotic analyses on the average detection delay for the proposed channel-aware scheme, and show that the asymptotic detection delay is characterized by a KL information number. The delay analysis facilitates the choice of appropriate signaling schemes under different channel types for sending the 1-bit information from sensors to the FC.

On-line scheduling and fault detection in NCS with communication constraints in Drone application

Abstract: This paper considers the fault detection problem of mini-helicopter (Drone) where sensing and actuation signals are exchanged among various parts of the system via communication networks. For reducing the network load and thus minimizing the uncertainty caused by transmission delay or packet dropout, instead of transmitting all measurements of velocity sensors at each sampling time, only one velocity sensor can have access to the network to transmit its measurement. In order to increase accuracy and rapidity of fault detection in motor of Drone, an approach based on Multi Sequential Probability Ratio Test for residual classification and fault detection of each motor is proposed. Then in function of accepted hypothesis of each sequential test a new communication sequence is chosen from ensemble of admissible communication sequences which preserves more medium access to a sub-system (motor) with more deviation from its normal condition.

Partially sequential nonparametric two-"sample test for ordered categorical'data

Abstract: In multi-sample inference problems, in particular two-sample inference problems, a partially sequential scheme, introduced by Wolfe (1977), is instrumental in reducing time and/or cost of the experiment when one sample is very difficult to obtain and/or costly compared to the other one. The present paper deals with a partially sequential test procedure for ordered categorical data. "Ridit", introduced by Bross (1958) and based on a fixed number of observations drawn from the first population, is used to provide a suitable stopping rule. A random number of observations are drawn from the second population using that stopping rule. A suitable test statistic is suggested based on those fixed number of observations from the first population and a random number of observations from the second population. Various asymptotic properties of the test procedure are explored. The paper concludes with the results of a simulation study.