Related papers: The relative efficiency of sequential tests
We describe a modified sequential probability ratio test that can be used to reduce the average sample size required to perform statistical hypothesis tests at specified levels of significance and power. Examples are provided for $z$ tests,…
This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…
We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…
A key feature of a sequential study is that the actual sample size is a random variable that typically depends on the outcomes collected. While hypothesis testing theory for sequential designs is well established, parameter and precision…
The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…
Sequential inspection is a technique employed to monitor product quality during the production process. For smaller batch sizes, the Acceptable Quality Limit(AQL) inspection theory is typically applied, whereas for larger batch sizes, the…
We introduce sequential analysis in quantum information processing, by focusing on the fundamental task of quantum hypothesis testing. In particular our goal is to discriminate between two arbitrary quantum states with a prescribed error…
When prospectively developing a new clinical prediction model (CPM), fixed sample size calculations are typically conducted before data collection based on sensible assumptions. But if the assumptions are inaccurate the actual sample size…
Likelihood methods for measuring statistical evidence obey the likelihood principle while maintaining bounded and well-controlled frequency properties. These methods lend themselves to sequential study designs because they measure the…
Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…
We construct a Bayesian sequential test of two simple hypotheses about the value of the unobservable drift coefficient of a Brownian motion, with a possibility to change the initial decision at subsequent moments of time for some penalty.…
We consider Wald's sequential probability ratio test for deciding whether a sequence of independent and identically distributed observations comes from a specified phase-type distribution or from an exponentially tilted alternative…
In this paper, we develop a simple approach for testing multiple statistical hypotheses based on the observations of a number of probability ratios enumerated consecutively with respect to the index of hypotheses. Explicit and tight bounds…
In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…
In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…
We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…
In two previous experiments we investigated the neural precursors of subjects' "free" choices for one of two options (pressing one of two buttons, and choosing between adding and subtracting numbers). In these experiments the distribution…
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 under the assumption that the test exactly terminates…
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…
We consider sequential hypothesis testing between two quantum states using adaptive and non-adaptive strategies. In this setting, samples of an unknown state are requested sequentially and a decision to either continue or to accept one of…