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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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01 Jan 2011
TL;DR: Software reliability growth models using Non- Homogeneous Poisson Process with mean value function - dependent on quadratically falling fault detection rate is considered and the well known Sequential Probability Ratio Test (SPRT) procedure is adopted for the model.
Abstract: Software reliability growth models using Non- Homogeneous Poisson Process(NHPP) with mean value function - dependent on quadratically falling fault detection rate is considered. The well known Sequential Probability Ratio Test (SPRT) procedure of statistical science is adopted for the model in order to decide upon the reliability / unreliability of developed software. The performance of the model is demonstrated by using 6 Data Sets. I. INTRODUCTION In the analysis of software failure data we often deal with either inter failure times or number of recorded failures in a given time interval. If it is further assumed that the average number of recorded failures in a given time interval is directly proportional to the length of the interval and the random number of failure occurrences in the interval is explained by a Poisson process then we know that the probability equation of the stochastic process representing the failure occurrences is given by a homogeneous Poisson process with the expression
2 citations
01 Jan 2013
TL;DR: PBSTM guaranteed in theory that the results of sequential test can satisfy the small probability event principle and risks requirement simultaneously, and avoid the defects of existing methods.
Abstract: Defects of Bayes hypothesis test method based on posterior loss and sequential posterior odd test(SPOT) method based on risks were analyzedAccording to the requirement of binomial product's Bayes sequential test in equipment test and evaluation,considering the constraints of producer's risk and consumer's risk,posterior probability based sequential test model(PBSTM) was constructed,the PBSTM solving algorithm and formulas of actual posterior risks were presentedAt last,with an example in equipment reliability analysis,the superiority and effectiveness of PBSTM was proved by dataThe result shows :PBSTM guaranteed in theory that the results of sequential test can satisfy the small probability event principle and risks requirement simultaneously,and avoid the defects of existing methods
2 citations
01 Jan 2001
TL;DR: In this article, the tradeoff between the sample size and the reliability of decisions in a multihypothesis test with possible model errors was studied and the best error exponent for the decision error probabilities for the allowed levels of model uncertainty was derived.
Abstract: This paper formulates the trade-off between the sample size and the reliability of decisions in a multihypothesis test with possible model errors. We introduce a measure of the model uncertainty and derive the best error exponent for the decision error probabilities for the allowed levels of model uncertainty. For small deviations from the correct model, the error exponent for sequential probability ratio tests is quantified.
2 citations
Posted Content•
TL;DR: In this paper, the sequential probability ratio test (SPRT) was used to detect a single electron spin in resonance in a magnetic field, in comparison to standard fixed time detection schemes.
Abstract: The MRFM device is a powerful setup for manipulating single electron spin in resonance in a magnetic field. However, the real time observation of a resonating spin is still an issue because of the very low SNR of the output signal. This paper investigates the usability and the efficiency of sequential detection schemes (the Sequential Probability Ratio Test) to decrease the required integration time, in comparison to standard fixed time detection schemes.
2 citations
TL;DR: In this article, a repeated significance test on regression coefficients in a linear regression model is proposed for the sequential comparison of two medical treatments whose effectiveness is influenced by prognostoc factors.
Abstract: In clinical trials we often need a sequential testing procedure for a difference between two medical treatments whose effectiveness is influenced by prognostoc factors. This article considers a repeated significance test on regression coefficients in a linear regression model. We first derive approximations for the overall significance level and power of the test and compare our test with a fixed sample test. We then discuss applications of these results to the sequential comparison of two treatments and also discuss the effect of allocation rules on the behavior of the test statistics.
2 citations