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.

Introduction to Wald (1945) Sequential Tests of Statistical Hypotheses

Abstract: Probability theory came of age with the advent of Kolmogorov’s axiomatics in 1933 and the subsequent developments in limit theorems and stochastic processes. Statistical inference came of age with the advent of the Neyman-Pearson theory in 1933 and the subsequent formalization of hypothesis testing, estimation, and decision theory. In the present paper, Wald unified the two seemingly dissimilar areas most elegantly. To probabilists, he offered gems of new results in random walks, martingales, stochastic processes, and limit theorems. He also pointed out indirectly how they can seek probability questions from statistical inference and use the latter area as a testing ground for their abstract theorems. To statisticians, he showed that statistical inference is not just the analysis or “significance” of an existing body of data; it also entails their entry into the very process of experimentation and a continual analysis of the data as they become available. The sequential probability ratio test embodies this aspect. Wald also showed them how results from “pure” areas of mathematics, particularly probability theory, can be adapted to put statistical inference, in general, on stronger footing without losing sight of its practical nature.

A Method for Comprehensive Diagnosis of Sensors of Flight Control System Using Analytical Redundancy

Abstract: To restrain the difficulty of model uncertainties, computational complexity and non-robustness in traditional method, A method for real-time diagnosis and accommodation of one single-redundant sensor of flight control system is presented, which is based on analytical redundancy The analytical models of sensors are set up by using several kinematic and dynamic relationships between the given sensors A improved sequential probability ratio test (SPRT) is proposed to promise the robustness and rapidity of residual analysis After isolation of a sensor, the analytical relation is used in signal reconfiguration of faulty sensor The scheme is illustrated through simulations applying to an aircraft Results show the effectiveness, robustness and rapidity of the method in fault diagnosis of sensors of flight control system

Hybrid sequential acquisition schemes for noncoherent chip-asynchronous DS/SS systems

Abstract: This paper investigates the design and performance of hybrid sequential and nonsequential acquisition schemes for direct-sequence spread-spectrum (DS/SS) systems in the presence of multiple-access interference. Carrier phase and chip boundary information are not available at the time of acquisition. Simulation results show that the sequential scheme significantly outperforms the nonsequential scheme. For a DS/SS system using the sequential acquisition scheme, the acquisition-based capacity is evaluated and compared with the post acquisition-based capacity. Results show that for certain values of processing gain the system capacity is limited by the acquisition-based capacity.

Computerized Classification Testing Under the One-Parameter Logistic Response Model With Ability-Based Guessing

Abstract: The one-parameter logistic model with ability-based guessing (1PL-AG) has been recently developed to account for effect of ability on guessing behavior in multiple-choice items. In this study, the authors developed algorithms for computerized classification testing under the 1PL-AG and conducted a series of simulations to evaluate their performances. Four item selection methods (the Fisher information, the Fisher information with a posterior distribution, the progressive method, and the adjusted progressive method) and two termination criteria (the ability confidence interval [ACI] method and the sequential probability ratio test [SPRT]) were developed. In addition, the Sympson–Hetter online method with freeze (SHOF) was implemented for item exposure control. Major results include the following: (a) when no item exposure control was made, all the four item selection methods yielded very similar correct classification rates, but the Fisher information method had the worst item bank usage and the highest it...

Computerized adaptive testing in industrial and organizational psychology

Abstract: The overarching goal of this dissertation is to increase the precision and efficiency of the measurement tools that are used to make selection decisions in industrial/organizational psychology, by introducing psychometric innovations in the framework of computerized adaptive testing (CAT). Chapter 1 presents a general introduction to CAT and item response theory (IRT). Chapter 2 illustrates an automatic online calibration design that can be used in adaptive testing. The method makes it more attractive for respondents to participate during calibration, and increases the speed with which a CAT item bank can be calibrated. Chapter 3 demonstrates a straightforward method for conducting a test of measurement invariance and illustrates a method for modeling differential item functioning by assigning group-specific item parameters in the framework of IRT. Chapter 4 illustrates a method for verifying the results of an unproctored Internet test by using an extension of the stochastic curtailed truncated sequential probability ratio test (SCTSPRT). Simulation studies indicated that the SCTSPRT was almost four times shorter than a linear testing method while maintaining the same power of detection. Chapters 5 and 6 investigate the possibility of increasing the precision and shortening the test length of typical employment tests by efficiently administering and scoring items with multidimensional computerized adaptive testing (MCAT). Chapter 5 explores the possibility of using MCAT for administering and scoring the Adjustable Competence Evaluation; a computer adaptive cognitive ability test used in organizational selection. Chapter 6 explores the potential of administering and scoring items with MCAT for the NEO PI-R; a widely used personality test.