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一种修正的序贯概率比检验

A Modified Sequential Probability Ratio Test.

作者信息

Pramanik Sandipan, Johnson Valen E, Bhattacharya Anirban

机构信息

Department of Statistics, Texas A&M University.

出版信息

J Math Psychol. 2021 Apr;101. doi: 10.1016/j.jmp.2021.102505. Epub 2021 Mar 4.

Abstract

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 tests, tests, and tests of binomial success probabilities. A description of a software package to implement the test designs is provided. We compare the sample sizes required in fixed design tests conducted at 5% significance levels to the average sample sizes required in sequential tests conducted at 0.5% significance levels, and we find that the two sample sizes are approximately equal.

摘要

我们描述了一种改进的序贯概率比检验方法,该方法可用于在指定的显著性水平和检验效能下,减少进行统计假设检验所需的平均样本量。文中给出了针对t检验、F检验以及二项式成功概率检验的示例。还提供了一个用于实现这些检验设计的软件包的描述。我们将在5%显著性水平下进行的固定设计检验所需的样本量,与在0.5%显著性水平下进行的序贯检验所需的平均样本量进行了比较,发现这两种样本量大致相等。

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