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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
01 Jan 2000
TL;DR: In this article, a class of probability density functions is considered, which covers several life-testing models as specific cases, and sequential probability ratio tests are developed for testing simple and composite hypotheses regarding the parameters of the probabilistic model.
Abstract: A class of probability density functions is considered, which covers several life-testing models as specific cases. Sequential probability ratio tests are developed for testing simple and composite hypotheses regarding the parameters of the probabilistic model. Expressions for the operating characteristic and the average sample number functions are derived and their behaviour is studied by means of graph-plotting.

4 citations

Journal ArticleDOI
TL;DR: In this paper, the authors developed truncated sequential probability ratio test (SPRT) procedures for multivariate normal data, which includes a general cost structure and arbitrary mean and covariance structures.
Abstract: We develop truncated sequential probability ratio test (SPRT) procedures for multivariate normal data. The framework includes a general cost structure and arbitrary mean and covariance structures. ...

4 citations

Journal ArticleDOI
TL;DR: In this article, the target process is modeled by a multivariate state-space model which may be non-stationary, and the likelihood ratio method, the sequential probability ratio test and the Shiryaev-Roberts procedure are applied to derive control charts signaling a change from the supposed mean structure.
Abstract: In nearly all papers on process control for time-dependent data, it is assumed that the underlying target process is stationary. In the present paper, the target process is modeled by a multivariate state-space model which may be non-stationary. Our aim is to monitor its mean behavior. The likelihood ratio method, the sequential probability ratio test and the Shiryaev–Roberts procedure are applied to derive control charts signaling a change from the supposed mean structure. These procedures depend on certain reference values which have to be chosen by the practitioners. The corresponding generalized approaches are considered as well, and generalized control charts are determined for state-space processes. These schemes do not have further design parameters. In an extensive simulation study, the behavior of the introduced schemes is compared with each other using various performance criteria like the average run length, the average delay, the probability of a successful detection, and the probability of a false detection.

4 citations

Journal ArticleDOI
TL;DR: It is shown that exact inference on π using closed (bounded) sequential or multistage procedures with general prespecified elimination boundaries is completely tractable and not at all inconvenient using modern statistical software.
Abstract: We consider closed sequential or multistage sampling, with or without replacement, from a lot of N items, where each item can be identified as defective (in error, tainted, etc.) or not. The goal is to make inference on the proportion, π, of defectives in the lot, or equivalently on the number of defectives in the lot D = Nπ. It is shown that exact inference on π using closed (bounded) sequential or multistage procedures with general prespecified elimination boundaries is completely tractable and not at all inconvenient using modern statistical software. We give relevant theory and demonstrate functions for this purpose written in R (R Development Core Team 2005, available as online supplementary material). Applicability of the methodology is illustrated in three examples: (1) sharpening of Wald's (1947) sequential probability ratio test used in industrial acceptance sampling, (2) two-stage sampling for auditing Medicare or Medicaid health care providers, and (3) risk-limited sequential procedures for ele...

4 citations

Journal ArticleDOI
B. K. Ghosh1
TL;DR: In this paper, the sequential probability ratio tests for the components of variance in a random-effects model are studied and the test criteria are based on range estimates in place of the usual mean squares.
Abstract: Sequential probability ratio tests for the components of variance in a random-effects model are studied. The test criteria are based on range estimates in place of the usual mean squares. The properties of the tests are examined and compared with those of the corresponding fixed-sample and sequential F-tests. Some numerical tables are provided to facilitate the application of the proposed sequential range test.

4 citations


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