The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald...

Sequential Monte Carlo methods – redirects to Particle filter Sequential probability ratio test Serial dependence Seriation (archaeology) SETAR (model) –...

likelihood ratio test described R Package: Wald's Sequential Probability Ratio Test Richard Lowry's Predictive Values and Likelihood Ratios Online Clinical...

Armitage. Optimal stopping Sequential estimation Sequential probability ratio test CUSUM Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses"...

If the sequential probability ratio test is used as the termination criterion, it implicitly assumes a starting ratio of 1.0 (equal probability of the...

Cochran–Mantel–Haenzel test is a score test. Chow test Sequential probability ratio test Sup-Wald test Student's t-test Welch's t-test Fahrmeir, Ludwig; Kneib...

Biometrika, in 1954, a few years after the publication of Wald's sequential probability ratio test (SPRT). E. S. Page referred to a "quality number" θ {\displaystyle...

categorical variables. ANCOVA can be used to increase statistical power (the probability a significant difference is found between groups when one exists) by...

Likelihood-ratio test Wald test Score test Sequential probability ratio test Uniformly most powerful test Exact test Confidence interval Prediction interval...

"Sequential Tests of Statistical Hypotheses", The Annals of Mathematical Statistics, 16 (2): 117–186, doi:10.1214/aoms/1177731118 — (1947). Sequential...

classification testing with the sequential probability ratio test. (Research Report 2000-8). Iowa City, IA: ACT, Inc. Wald, A. (1947). Sequential analysis....

Using the F-distribution is a natural candidate because the test statistic is the ratio of two scaled sums of squares each of which follows a scaled...

Bayesian network) and checking whether the resulting probability of Y equals the conditional probability P ( y ∣ x ) {\displaystyle P(y\mid x)} . It turns...

optimality" is advocated in Fedorov and Hackl. Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses". The Annals of Mathematical Statistics....

experimenting, is within the scope of sequential analysis, a field that was pioneered by Abraham Wald in the context of sequential tests of statistical hypotheses...

usual Euclidean distance) between the probability mass functions is sufficiently small. This method of testing with application to Benford's law is described...

allow extending the test to examine more than two factors. The test strength of the Scheirer–Ray–Hare test, i.e. the probability of actually finding a...

variability that is not of primary interest to the experimenter. When studying probability theory the blocks method consists of splitting a sample into blocks (groups)...

groups, while a post-test probability refers to a probability for an individual. Still, if the individual's pre-test probability of the target condition...

of the Kalman filter for space applications for example. Sequential Probability Ratio Test Testimator Thomas S. Ferguson (1967) Mathematical statistics:...

William G. Cochran, is a theorem used to justify results relating to the probability distributions of statistics that are used in the analysis of variance...

statistics. Included earlier results of Wald on sequential analysis and the sequential probability ratio test and on Wald's complete class theorem characterizing...

Particle filters, or sequential Monte Carlo methods, are a set of Monte Carlo algorithms used to find approximate solutions for filtering problems for...

Bayesian experimental design provides a general probability-theoretical framework from which other theories on experimental design can be derived. It...

performance, and then performs hypothesis testing on the residual signals (sequential probability ratio test). Similar types of analysis methods are also...

27 September 2008. Spiegelhalter, D. et al. Risk-adjusted sequential probability ratio tests: application to Bristol, Shipman and adult cardiac surgery...

In null-hypothesis significance testing, the p-value is the probability of obtaining test results at least as extreme as the result actually observed...

the probability distribution of the test statistic, and in this situation the use of Fisher's exact test becomes more appropriate. Permutation tests exist...

Almost Anything: Ideas and Essays, Revised Edition (Wiley Series in Probability and Statistics) George E. P. Box Box, G.E.P.; Wilson, K.B. (1951). "On...

of the test, i.e., on what probability of Type I error is considered tolerable The Neyman-Pearson lemma states that this likelihood ratio test is the...