Optimal group sequential tests with groups of random size

  title={Optimal group sequential tests with groups of random size},
  author={Andrey Novikov and X. I. Popoca-Jim{\'e}nez},
  journal={Sequential Analysis},
  pages={220 - 240}
Abstract We consider sequential hypothesis testing based on observations that 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 and their distributions are known and that the groups are formed independent of the observations. We are concerned with a problem of testing a simple hypothesis against a simple alternative. For any (group) sequential test, we take into account the… 
2 Citations

Optimal design and performance evaluation of sequentially planned hypothesis tests

For independent and identically distributed observations the authors obtain the form of optimal sequentially planned tests which turn to be a particular case of sequentiallyplanned probability ratio tests (SPPRTs).

Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families

This article provides algorithms for optimal design in the modified Kiefer-Weiss problem and obtains formulas for evaluating their performance, calculating operating characteristic function, average sample number, and some related characteristics.



Structure of sequential tests minimizing an expected sample size

SummaryThe testing problem is to decide on the basis of repeated independent observations which of the probability densitiesf andg is true. Given upper bounds on the probabilities of error, the

A computational approach to the Kiefer-Weiss problem for sampling from a Bernoulli population

A computational approach to the solution of the Kiefer-Weiss problem is presented and algorithms for construction of the optimal sampling plans and evaluation of their performance are proposed in the form of R program code.

Optimal Sequentially Planned Decision Procedures

The optimal sequentially planned decision procedures is universally compatible with any devices to read and it is set as public so you can get it instantly.

One-sample multiple testing procedure for phase II clinical trials.

A one-sample multiple testing procedure is proposed which employs the standard single-stage test procedure at the last test, and which both allows for early termination and essentially preserves the size, power and simplicity of the single- stage procedure.

Optimum Properties and Admissibility of Sequential Tests

Optimal Sequential Tests for Two Simple Hypotheses

Abstract A general problem of testing two simple hypotheses about the distribution of a discrete-time stochastic process is considered. The main goal is to minimize an average sample number over all