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.

A Wald test comparing medical costs based on log-normal distributions with zero valued costs.

Abstract: Medical cost data often exhibit strong skewness and sometimes contain large proportions of zero values. Such characteristics prevent the analysis of variance (ANOVA) F-test and other frequently used standard tests from providing the correct inferences when the comparison of means is of interest. One solution to the problem is to introduce a parametric structure based on log-normal distributions with zero values and then construct a likelihood ratio test. While such a likelihood ratio test possesses excellent type I error control and power, its implementation requires a rather complicated iterative optimization program. In this paper, we propose a Wald test with simple computation. We then conduct a Monte Carlo simulation to compare the type I error rates and powers of the proposed Wald test with those of the likelihood ratio test. Our simulation study indicates that although the likelihood ratio test slightly outperforms the Wald test, the performance of the Wald test is also satisfactory, especially when the sample sizes are reasonably large. Finally, we illustrate the use of the proposed Wald test by analysing a clinical study assessing the effects of a computerized prospective drug utilization intervention on in-patient charges.

Signal Detection and Monitoring Based on Longitudinal Healthcare Data

Abstract: Post-marketing detection and surveillance of potential safety hazards are crucial tasks in pharmacovigilance. To uncover such safety risks, a wide set of techniques has been developed for spontaneous reporting data and, more recently, for longitudinal data. This paper gives a broad overview of the signal detection process and introduces some types of data sources typically used. The most commonly applied signal detection algorithms are presented, covering simple frequentistic methods like the proportional reporting rate or the reporting odds ratio, more advanced Bayesian techniques for spontaneous and longitudinal data, e.g., the Bayesian Confidence Propagation Neural Network or the Multi-item Gamma-Poisson Shrinker and methods developed for longitudinal data only, like the IC temporal pattern detection. Additionally, the problem of adjustment for underlying confounding is discussed and the most common strategies to automatically identify false-positive signals are addressed. A drug monitoring technique based on Wald's sequential probability ratio test is presented. For each method, a real-life application is given, and a wide set of literature for further reading is referenced.

Control charts applying a general sequential test at each sampling point

Abstract: A control chart is proposed which applies a generalized sequential probability ratio test (SPRT) at fixed sampling intervals.the GSPRT chart, to monitor a parameter θ.which indexes a variable X with a genrnal distribution. Expression in terms of integral equations are developed for the moments of the zero-time and steady time to signal and number of observation to signal of the GSPRT chart. Comparsion are made between the performance of the GSPRT chart and the fixed sampling interval (FSI) and variable sampling interval (vsI) X and CUSUM charts. The GSPRT chart is found to be highly efficient and to have administrative advantages General Guidelines are provided for the design of GSPRT charts.

Comparing Social Groups: Wald Statistics for Testing Equality among Multiple Logit Models

Abstract: Social scientists often study the differential effects of explanatory variables among multiple social groups such as race, ethnic group, and nation.This paper examines the Wald test for testing equality of logit coefficients from models of multiple social groups. I propose a Wald statistic that can perform some joint tests of group comparisons that the usual likelihood ratio test cannot. Two examples apply the Wald statistic for testing various hypotheses, and show that the Wald test is flexible and straightforward for making comparisons across social groups, and that the proposed Wald test may find wide applications in the social sciences.

A sequential test based cooperative spectrum sensing scheme for cognitive radios

Abstract: Fast and accurate spectrum sensing is crucial in realizing a reliable cognitive network. Cooperative spectrum sensing can help reducing the mean detection time and increasing the agility of the sensing process. However, when the number of cognitive users is large, the bandwidth need for the control channel that are used to report the secondary user nodespsila results to the fusion center may become excessively large. In this paper, we apply the sequential probability ratio test (SPRT) to control the average number of the reporting bits. It is shown that the proposed technique not only reduces the mean detection time and bandwidth but also outperforms its non-sequential counterpart. We derive the relationships amongst the global performance, miss probability and false alarm probability and show how to control the average number of reports by thresholding the distributed cognitive users.