التفاصيل البيبلوغرافية
| العنوان: |
Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation. |
| المؤلفون: |
Novikov, Andrey1 (AUTHOR) an@xanum.uam.mx |
| المصدر: |
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 16, p5744-5760. 17p. |
| مصطلحات موضوعية: |
*COMPUTER algorithms, *PROGRAMMING languages, ERROR probability, HYPOTHESIS, SEQUENTIAL analysis |
| مستخلص: |
In this article, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations, we obtain the form of optimal group sequential tests which turn to be a particular case of sequentially planned probability ratio tests (SPPRTs, see Schmitz 1993). Formulas are given for computing the numerical characteristics of general SPPRTs, like error probabilities, average sampling cost, etc. A numerical method of designing the optimal tests and evaluation of the performance characteristics is proposed, and computer algorithms of its implementation are developed. For a particular case of sampling from a Bernoulli population, the proposed method is implemented in R programming language, the code is available in a public GitHub repository. The proposed method is compared numerically with other known sampling plans. [ABSTRACT FROM AUTHOR] |
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| قاعدة البيانات: |
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