Topic
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 published on a yearly basis
Papers
More filters
TL;DR: In this paper, a modified version of the Wald test of regression disturbances was used for MA(1) regression disturbances and the Monte Carlo results showed that the modified Wald tests always have monotonic increasing power functions in contrast to the traditional Wald test.
17 citations
Proceedings Article•
18 Oct 2012TL;DR: It is shown that among all permutations of ordering of the observations, the average sample number (ASN) is minimum for the order in which the area under the receiver operating characteristic (ROC) curve for each of the non-identically distributed observations is monotonically decreasing.
Abstract: The effect of the ordering of independent and non-identical observations on the average number of samples needed to make a decision in a sequential binary hypothesis test is analyzed in this paper. We show that among all permutations of ordering of the observations, the average sample number (ASN) is minimum for the order in which the area under the receiver operating characteristic (ROC) curve for each of the non-identically distributed observations is monotonically decreasing. The claim is verified by computing the ASN of a generalized sequential probability ratio test (GSPRT) for different orderings of observations, which are independent and non-identical Gaussian random variables, using a combination of analytical and numerical techniques.
17 citations
TL;DR: In this paper, a design algorithm for the SPRT chart was proposed, in which the reference value (γ) of the chart was optimized to increase the overall effectiveness by more than 10% on average.
Abstract: The sequential probability ratio test (SPRT) chart is a desirable tool for monitoring manufacturing processes due to its high effectiveness. It is especially suitable for applications where testing is very expensive or destructive, such as the automobile airbags test and unaxial tensile test. This article proposes a design algorithm for the SPRT chart in which the reference value (γ) of the SPRT chart is optimized. The design algorithm increases the overall effectiveness of the SPRT chart by more than 10% on average. Moreover, the improvement in detection effectiveness is achieved without any additional difficulty in implementation. A design table is also provided to facilitate quality engineers to design the SPRT chart.
17 citations
TL;DR: In this article, the joint distribution of the sequence of estimates of the parameter vector θ in a normal general linear model when data accumulate over a series of analyses is derived, even when observations are correlated.
Abstract: We derive the joint distribution of the sequence of estimates of the parameter vector θ in a normal general linear model when data accumulate over a series of analyses. This seclllerlce of estimates has a remarkably simple covariance structure, even when observations are correlated, allowing standard group sequential tests to be applied in very general settings. If observations variaices and covariances depend on an unknown scale factor σ2, the joint distribution of the sequence of estimates of θ σ2 has a simple form. again even in the case of correlated observations. From these results, we establish a general treatment of group sequential t,χ2and F-tests.
17 citations
31 Jul 2011
TL;DR: In this article, a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters is proposed for collision avoidance maneuver decisions, where one filter model the null hypothesis and the other model the alternative hypothesis.
Abstract: Sequential probability ratio tests explicitly allow decision makers to incorporate false alarm and missed detection risks, and are potentially less sensitive to modeling errors than a procedure that relies solely on a probability of collision threshold Recent work on constrained Kalman filtering has suggested an approach to formulating such a test for collision avoidance maneuver decisions: a filter bank with two norm-inequality-constrained epoch-state extended Kalman filters One filter models 1he null hypothesis 1ha1 the miss distance is inside the combined hard body radius at the predicted time of closest approach, and one filter models the alternative hypothesis The epoch-state filter developed for this method explicitly accounts for any process noise present in the system The method appears to work well using a realistic example based on an upcoming highly-elliptical orbit formation flying mission
17 citations