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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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TL;DR: In this article, a Bernoulli approach is applied to modify the null parameter space and to relax the normality assumption on the data, and the change in statistical power is not negligible when the true parameter values are inside or near the paradoxical parameter space.
Abstract: A reliable method of measurement is important in various scientific areas. When a new method of measurement is developed, it should be tested against a standard method that is currently in use. Bland and Altman proposed limits of agreement (LOA) to compare two methods of measurement under the normality assumption. Recently, a sample size formula has been proposed for hypothesis testing to compare two methods of measurement. In the hypothesis testing, the null hypothesis states that the two methods do not satisfy a pre-specified acceptable degree of agreement. Carefully considering the interpretation of the LOA, we argue that there are cases of an acceptable degree of agreement inside the null parameter space. We refer to this subset as the paradoxical parameter space in this article. To address this paradox, we apply a Bernoulli approach to modify the null parameter space and to relax the normality assumption on the data. Using simulations, we demonstrate that the change in statistical power is not negligible when the true parameter values are inside or near the paradoxical parameter space. In addition, we demonstrate an application of the sequential probability ratio test to allow researchers to draw a conclusion with a smaller sample size and to reduce the study time.
1 citations
12 Sep 2007
TL;DR: A novel filter called the Evolution Strategies based particle filter (ESP) proposed by recognizing the similarities and the difference of the processes between the particle filters and Evolution Strategies is applied here to fault detection of nonlinear stochastic state space models.
Abstract: Fault detection in dynamic systems has attracted considerable attention in designing systems with safety and reliability. Though a large number of methods have been proposed for solving the fault detection problem, it is hardly apply to nonlinear stochastic state space models. A novel filter called the Evolution Strategies based particle filter (ESP) proposed by recognizing the similarities and the difference of the processes between the particle filters and Evolution Strategies is applied here to fault detection of nonlinear stochastic state space models. Numerical simulation studies have been conducted to exemplify the applicability of this approach.
1 citations
01 Dec 1987
TL;DR: Results are given for the problems of Bayesian and Wald sequential hypothesis testing on the rate of a counting process and the system to solve for the exact optimal thresholds is given.
Abstract: In this paper, optimality results are given for the problems of Bayesian and Wald sequential (simple, binary) hypothesis testing on the rate of a counting process. An explicit formula is given for the Bayes risk, and the system to solve for the exact optimal thresholds is also given.
1 citations
01 Jan 1985
TL;DR: Until now, this chapter has dealt only with the making of decisions or inferences, but another very important aspect of statistics is that of the choice of experiment, commonly called experimental design.
Abstract: Until now, we have dealt only with the making of decisions or inferences. Another very important aspect of statistics is that of the choice of experiment, commonly called experimental design. Being as this choice must (usually) be made before the data (and hence the posterior distribution) can be obtained, the subject is frequently called preposterior analysis by Bayesians.
1 citations