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Design And Research On TruncatedSequential Test

Posted on:2014-02-01Degree:MasterType:Thesis
Country:ChinaCandidate:H X DingFull Text:PDF
GTID:2232330398983800Subject:Probability theory and mathematical statistics
Abstract/Summary:
In the field of military and medicine, for the sample is expensive or getting samples needs a long time, in recent years, a growing number of scientists use sequential testing method to judge experiment resultsso as to reduce the sample size. In the present stage, there are many domestic and foreign researches about how to reduce the average sample size.However, in fact, the sample size of some products is limited so that use sequential test may lead to lack of sample.At the same time, we can use sequential truncated test to solve this problem.Firstly, we gave a brief description of the sequential test, two most commonly used sequential test method, SPRT and2-SPRT, gave the graphical presentation, pointed out some of their advantages and disadvantages. Then we introduced the truncated sequential test,Neyman-Pearson type sequential probability ratio testand it’sapproximatealgorithm.Through the process of searching for{M, N} in Neyman-Pearson type sequential probability ratio test method,wepointed out the deficiency of the methodand makesome improvement. Then we discussed how to divide the two types of error probability. In the endwe did severalsimulation to compare these models. From the simulation we found our improved methods isbetter.
Keywords/Search Tags:Truncated Sequential test, SPRT, 2-SPRT, Neyman-PearsonTypeSequential ProbabilityRatio Test
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