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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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Proceedings ArticleDOI
01 Jun 2017
TL;DR: This work provides a novel analysis of Wald's sequential probability ratio test based on information theoretic measures for symmetric thresholds, symmetric noise, and equally likely hypotheses, and shows that the decision time of the Wald test contains no information on which hypothesis is true beyond the decision outcome.
Abstract: We provide a novel analysis of Wald's sequential probability ratio test based on information theoretic measures for symmetric thresholds, symmetric noise, and equally likely hypotheses. This test is optimal in the sense that it yields the minimum mean decision time. To analyze the decision-making process we consider information densities, which represent the stochastic information content of the observations yielding a stochastic termination time of the test. Based on this, we show that the conditional probability to decide for hypothesis H 1 (or the counter-hypothesis H 0 ) given that the test terminates at time instant k is independent of time k. An analogous property has been found for a continuous-time first passage problem with two absorbing boundaries in the contexts of non-equilibrium statistical physics and communication theory. Moreover, we study the evolution of the mutual information between the binary variable to be tested and the output of the Wald test. Notably, we show that the decision time of the Wald test contains no information on which hypothesis is true beyond the decision outcome.

12 citations

Journal ArticleDOI
TL;DR: This paper redefine some concepts about fuzzy hypotheses testing, and then the sequential probability ratio test for fuzzy hypothesis testing with fuzzy observations is given.
Abstract: In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in which both hypotheses and observations are imprecise. In this paper, we redefine some concepts about fuzzy hypotheses testing, and then we give the sequential probability ratio test for fuzzy hypotheses testing with fuzzy observations. Finally, we give some applied examples.

12 citations

Book ChapterDOI
14 Jun 2017
TL;DR: A study of web usage logs is reported on to verify whether it is possible to achieve good recognition rates in the task of distinguishing between human users and automated bots using computational intelligence techniques.
Abstract: This work reports on a study of web usage logs to verify whether it is possible to achieve good recognition rates in the task of distinguishing between human users and automated bots using computational intelligence techniques. Two problem statements are given, offline (for completed sessions) and on-line (for sequences of individual HTTP requests). The former is solved with several standard computational intelligence tools. For the second, a learning version of Wald’s sequential probability ratio test is used.

12 citations

DOI
01 Jun 1985
TL;DR: In this article, the exact analysis of the sequential probability ratio test (SPRT) for radar target detection is presented. And the results are summarised in a set of graphs which are useful for both design and analysis purposes.
Abstract: Sequential techniques for signal detection are becoming increasingly important in radar applications. In the paper the authors focus their attention on the sequential probability ratio test (SPRT), used for radar target detection. This test was proposed and analysed for the first time by Wald, who developed a method to approximately determine the performance of the SPRT. Unfortunately, this method is not valid in radar applications, so an exact analysis of the SPRT is required. In the work the authors present the exact analysis of the SPRT in the following cases: (i) coherent detection, (ii) incoherent detection with nonfluctuating target and (iii) incoherent detection with a Swerling-II-type fluctuating target. The results are summarised in a set of graphs which are useful for both design and analysis purposes.

12 citations

Journal ArticleDOI
TL;DR: In this paper, the adaptive mastery testing procedure based on a one-sided confidence interval with β-protection is shown to be more efficient in terms of test length than a two-sided/fixed width confidence interval.
Abstract: In this paper, we apply sequential one-sided confidence interval estimation procedures with β-protection to adaptive mastery testing. The procedures of fixed-width and fixed proportional accuracy confidence interval estimation can be viewed as extensions of one-sided confidence interval procedures. It can be shown that the adaptive mastery testing procedure based on a one-sided confidence interval with β-protection is more efficient in terms of test length than a testing procedure based on a two-sided/fixed-width confidence interval. Some simulation studies applying the one-sided confidence interval procedure and its extensions mentioned above to adaptive mastery testing are conducted. For the purpose of comparison, we also have a numerical study of adaptive mastery testing based on Wald's sequential probability ratio test. The comparison of their performances is based on the correct classification probability, averages of test length, as well as the width of the “indifference regions.” From these empirical results, we found that applying the one-sided confidence interval procedure to adaptive mastery testing is very promising.

12 citations


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