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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 2014
TL;DR: A well known test procedure of statistical science called as Sequential Probability Ratio Test (SPRT) is adopted for Pareto Type IV model in assessing the reliability of developed software.
Abstract: Rapid growth of software usage enforces us to access the software reliability, a critical task in the development of a software system. Various models are adopted to assess the software reliability. In this paper a well known test procedure of statistical science called as Sequential Probability Ratio Test (SPRT) is adopted for Pareto Type IV model in assessing the reliability of developed software. It requires considerably less number of observations when compared with the other existing testing procedures. In Classical Hypothesis first of all testing volumes of data is to be collected and later the conclusions are to be drawn which may take more time. Hence Sequential Analysis of Statistical Science could be adopted to decide upon the reliable / unreliable of the developed software very quickly. Besides the present paper proposes the performance of SPRT on Interval domain data using Pareto type IV model and analyzed the results by applying on 6 data sets. The Maximum Likelihood Estimation is used for estimation of parameters.
Posted ContentDOI
28 Jul 2022
TL;DR: In this article , the authors consider the sequential probability ratio test applied to Hidden Markov Models (HMM) and give complexity results about the execution time of such an algorithm and the Lyapunov exponents of random matrix systems.
Abstract: We consider the Sequential Probability Ratio Test applied to Hidden Markov Models. Given two Hidden Markov Models and a sequence of observations generated by one of them, the Sequential Probability Ratio Test attempts to decide which model produced the sequence. We show relationships between the execution time of such an algorithm and Lyapunov exponents of random matrix systems. Further, we give complexity results about the execution time taken by the Sequential Probability Ratio Test.
Journal ArticleDOI
TL;DR: In this article, the authors introduce central and noncentral chi-square processes and their descriptions in terms of finite-dimensional distributions, and investigate a sequential test of the likelihood ratio.
Abstract: One introduces central and noncentral chi-square processes and their descriptions in terms of finite-dimensional distributions. From this point of view one investigates a sequential test of the likelihood ratio.
Journal ArticleDOI
TL;DR: In this article, the authors investigate sampling plans in time sequential testing of the distribution of the random variable, and obtain the asymptotic value of optimal sampling plans as the error probabilities of the test approach zero.
Abstract: We investigate sampling plans in time sequential testing af snrvival distributions, when the study time is fixed. We obtain the asymptotic value of optimal sampling plans as the error probabilities of the test approach zero.
Proceedings ArticleDOI
14 Apr 1991
TL;DR: It is proved that Page's (1954) repeated sequential probability ratio test (SPRT) procedure is asymptotically optimal in view of this more practically useful criterion.
Abstract: Well-known procedures exist for sequentially detecting abrupt changes in the distribution of a stochastic process with independent and identically distributed (IID) samples An analysis is made of the asymptotic optimality of a class of such procedures by comparing expected delay as the false alarm rate is sufficiently small The criterion used as minimum expected delay, while previously the procedures were found to be optimal in the sense of minimizing only an upper bound of the expected delay It is proved that Page's (1954) repeated sequential probability ratio test (SPRT) procedure is asymptotically optimal in view of this more practically useful criterion >

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