scispace - formally typeset
Search or ask a question
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
More filters
Journal ArticleDOI
TL;DR: In this paper, a sample of unknown size n is obtained from a known population and the order statistics are then examined sequentially for the purpose of drawing inferences about n. This procedure provides a basis for examining some popular conjectures and approximations in sequential analysis.
Abstract: A sample of unknown size n is obtained from a known population. The order statistics are then examined sequentially for the purpose of drawing inferences about n. A procedure for testing the unknown sample size n is given and its exact properties are obtained. This procedure provides a basis for examining some popular conjectures and approximations in sequential analysis. In particular two suggested approximations to the average sample number of a sequential probability ratio test are discussed.

9 citations

Patent
13 Aug 2004
TL;DR: In this paper, the authors present a monitoring system that detects anomalies in data gathered from sensors in a computer system, by interpolating the data from the sampling points to produce a real-time digitized surface.
Abstract: One embodiment of the present invention provides a monitoring system that detects anomalies in data gathered from sensors in a computer system. During operation, the monitoring system samples data from a plurality of sensors located at various sampling points throughout the computer system. Next, the monitoring system interpolates the data from the sampling points to produce a real-time digitized surface. The monitoring system then subtracts a reference digitized surface from the real-time digitized surface to produce a residual digitized surface. Finally, the monitoring system applies a multi-dimensional sequential probability ratio test (SPRT) to the residual digitized surface to detect anomalies in the residual digitized surface which indicate an impending failure of the computer system.

9 citations

Proceedings ArticleDOI
01 Oct 2009
TL;DR: In this article, a sequential probability ratio test (SPRT) of scaled time-interval data (time to record N radiation pulses), SPRT-scaled, was evaluated against SIT and SPRT with a fixed counting interval, SPRT_fixed, on experimental and simulated data.
Abstract: Sequential probability ratio test (SPRT) of scaled time-interval data (time to record N radiation pulses), SPRT_scaled, was evaluated against commonly used single-interval test (SIT) and SPRT with a fixed counting interval, SPRT_fixed, on experimental and simulated data. Experimental data were acquired with a DGF-4C (XIA, Inc) system in list mode. Simulated time-interval data were obtained using Monte Carlo techniques to perform a random radiation sampling of the Poisson distribution. The three methods (SIT, SPRT_fixed and SPRT_scaled) were compared in terms of detection probability and average time to make a decision about the source of radiation. For both experimental and simulated data, SPRT_scaled provided similar detection probabilities as other tests, but is able to make a quicker decision with fewer pulses at relatively higher radiation levels. SPRT_scaled has a provision for varying the sampling time depending on the radiation level, which may further shorten the time needed for radiation monitoring. Parameter adjustments to the SPRT_scaled method for increased detection probability are discussed.

9 citations

Proceedings ArticleDOI
01 Aug 2017
TL;DR: Three robust extensions of the Consensus+Innovations Sequential Probability Ratio Test (CISPRT) are developed, namely, the Median, the M, and the Myriad, and they are validated in a shift-in-mean as well as a change- in-variance test.
Abstract: We study the problem of sequential binary hypothesis testing in a distributed multi-sensor network in non-Gaussian noise. To this end, we develop three robust extensions of the Consensus+Innovations Sequential Probability Ratio Test (CISPRT), namely, the Median-CISPRT, the M-CISPRT, and the Myriad-CISPRT, and validate their performance in a shift-in-mean as well as a change-in-variance test. Simulations show the superiority of the proposed algorithms over the alternative R-CISPRT.

9 citations

Journal ArticleDOI
TL;DR: This work proposes a sequential probability ratio test (SPRT) based on a 2-parameter Weibull distribution for integrated-circuit (IC) failure analysis that is, on average, 96% more statistically efficient than the fixed-length test.
Abstract: We propose a sequential probability ratio test (SPRT) based on a 2-parameter Weibull distribution for integrated-circuit (IC) failure analysis. The shape parameter of the Weibull distribution characterizes the decreasing, constant, or increasing failure rate regions in the bath tub model for IC. The algorithm (SD) detects the operating region of the IC based on the observed failure times. Unlike the fixed-length tests, the SD, due to its sequential nature, uses the minimum average number of devices for the test for fixed error tolerances in the detection procedure. We find that SD is, on average, 96% more statistically efficient than the fixed-length test. SD is highly robust to the variations in the model parameters, unlike other existing sequential tests. Since the accuracy of the tests and the test length are conflicting requirements, we also propose a truncated SD which allows a better control of this tradeoff. It has both the sequential nature of examining measurements and the fixed-length property of guaranteeing that the tolerances be met approximately with a specified number of available measurements.

9 citations


Network Information
Related Topics (5)
Estimator
97.3K papers, 2.6M citations
82% related
Linear model
19K papers, 1M citations
79% related
Estimation theory
35.3K papers, 1M citations
78% related
Markov chain
51.9K papers, 1.3M citations
77% related
Statistical hypothesis testing
19.5K papers, 1M citations
76% related
Performance
Metrics
No. of papers in the topic in previous years
YearPapers
20236
202223
202129
202023
201929
201832