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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.


Papers
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Journal ArticleDOI
TL;DR: In this article, a particular sequential analysis procedure (the sequential probability ratio test) can be used to collect and analyze the data generated during observer-based psychophysics, and an indication of the savings in numbers of observations (about 50%) can be expected when sequential analysis is used in this way.
Abstract: Sequential analysis, a statistical technique developed during World War II, is shown to have direct applications to certain observer-based psychophysical procedures. This article shows how a particular sequential analysis procedure (the sequential probability ratio test) can be used to collect and analyze the data generated during observer-based psychophysics. It also provides an indication of the savings in numbers of observations (about 50%) that can be expected when sequential analysis is used in this way.

1 citations

Posted Content
TL;DR: In this article, a simple connection between certain in-control characteristics of the CUSUM Run Length and their out-of-control counterparts is established in the form of paired integral (renewal) equations.
Abstract: We establish a simple connection between certain in-control characteristics of the CUSUM Run Length and their out-of-control counterparts. The connection is in the form of paired integral (renewal) equations. The derivation exploits Wald's likelihood ratio identity and the well-known fact that the CUSUM chart is equivalent to repetitive application of Wald's SPRT. The characteristics considered include the entire Run Length distribution and all of the corresponding moments, starting from the zero-state ARL. A particular practical benefit of our result is that it enables the in- and out-of-control characteristics of the CUSUM Run Length to be computed concurrently. Moreover, due to the equivalence of the CUSUM chart to a sequence of SPRTs, the ASN and OC functions of an SPRT under the null and under the alternative can all be computed simultaneously as well. This would double up the efficiency of any numerical method one may choose to devise to carry out the actual computations.

1 citations

Posted Content
TL;DR: An improved algorithm- SPRT-CSPRT is proposed, which is motivated from Cumulative Sum Procedures (CUSUM), and modified to handle uncertainties in SNR's and fading.
Abstract: This paper considers cooperative spectrum sensing in Cognitive Radios. In our previous work we have developed DualSPRT, a distributed algorithm for cooperative spectrum sensing using Sequential Probability Ratio Test (SPRT) at the Cognitive Radios as well as at the fusion center. This algorithm works well, but is not optimal. In this paper we propose an improved algorithm- SPRT-CSPRT, which is motivated from Cumulative Sum Procedures (CUSUM). We analyse it theoretically. We also modify this algorithm to handle uncertainties in SNR's and fading.

1 citations

Journal ArticleDOI
TL;DR: In this article, a procedure for evaluating the functionality of acids and bases using data from potentiometric titration is proposed, where the sequential probability ratio test is used together with a numerical model involving the ionic strength varying during the course of the titration and the number and extent of titrant additions are a function of the probabilistic discrimination level reached after each addition.
Abstract: A procedure is proposed for evaluating the functionality of acids and bases using data from potentiometric titration. The sequential probability ratio test is used together with a numerical model involving the ionic strength varying during the course of the titration. As in all sequential procedures, the number and extent of titrant additions are a function of the probabilistic discrimination level reached after each addition. This involves an important saving of time and reagents. The procedure has been applied for distinguishing monofunctional from difunctional acids and bases in real and simulated experiments, and always gives very good results even in routine analysis.

1 citations

Patent
26 Mar 2001
TL;DR: In this paper, a method and system for monitoring at least one of a system, a process and a data source was developed for carrying out surveillance, testing and modification of an ongoing process or other source of data, such as spectroscopic examination.
Abstract: A method and system for monitoring at least one of a system, a process and a data source. A method and system have been developed for carrying out surveillance, testing and modification of an ongoing process or other source of data, such as a spectroscopic examination. A signal from the system under surveillance is collected and compared with a reference signal, a frequency domain transformation carried out for the system signal and reference signal, a frequency domain difference function established. The process is then repeated until a full range of data is accumulated over the time domain and a Sequential Probability Ratio Test ("SPRT") methodology applied to determine a three-dimensional surface plot characteristic of the operating state of the system under surveillance.

1 citations


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