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.

Likelihood-ratio detection

Abstract: The composite hypothesis test for the case of unknown distribution for an unknown parameter is considered, and it is shown that the optimum test is the average likelihood ratio test with uniform f/sub /spl theta//; it is equivalent to the uniformly most powerful (UMP) test, if there is a UMP test for the problem, and it performs essentially better than the generalised likelihood ratio test. >

On sequential versions of the generalized likelihood ratio test

Abstract: It is shown that the Wilks large sample likelihood ratio statistic λ n , for testing between composite hypotheses Θ 0 ⊂ Θ 1 on the basis of a sample of size n , behaves as n varies like a diffusion process related to an equilibrium Ornstein-Uhlenbeck process, whenever the null hypothesis is true. This fact is used to construct large sample sequential tests based on λ n , which are the same whatever the underlying distributions. In particular, the underlying distributions need not belong to an exponential family.

Testability demonstration test planning based on sequential posterior odds test method

Abstract: Testability is a new critical characteristic of equipment, and testability demonstration test plays an important role in assuring the designed testability levels. As a result of the complex structure and higher cost of the current equipment, a reasonable testability demonstration test plan can both guarantee the desired testability level and effectively decrease the test cost. This article considers the testability demonstration test planning with the binomial distribution. The sequential posterior odds test method that combines Bayesian method and sequential probability ratio test method is used to form a sequential decision process by calculating the Bayes factor and making judgment according to the test result sequentially. With a sequential decision criterion, the test result space is divided into three subspaces, based on which a Bayes factor threshold calculation method is presented according to the restriction parameters and prior probability density function of the testability index. Operation cha...

Flight test results for the F-8 digital fly-by-wire aircraft control sensor analytic redundancy management technique

Abstract: This paper reviews the formulation and flight test results of an algorithm to detect and isolate the first failure of any one of twelve duplex control sensor signals being monitored. The technique uses like-signal differences for fault detection while relying upon analytic redundancy relationships among unlike quantities to isolate the faulty sensor. The fault isolation logic utilizes the modified sequential probability ratio test, which explicitly accommodates the inevitable irreducible low frequency errors present in the analytic redundancy residuals. In addition, the algorithm uses sensor output selftest, which takes advantage of the duplex sensor structure by immediately removing a highly erratic sensor from control calculations and analytic redundancy relationships while awaiting a definitive fault isolation decision via analytic redundancy. This study represents a proof of concept demonstration of a methodology that can be applied to duplex or higher flight control sensor configurations and, in addition, can monitor the health of one simplex signal per analytic redundancy relationship.