Sequential Analysis-Design Methods and Applications最新文献_第4页

Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families 离散指数族抽样时Kiefer-Weiss问题的设计与性能评价

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-03-26 DOI: 10.1080/07474946.2022.2109673

A. Novikov, Fahil Farkhshatov

{"title":"Design and performance evaluation in Kiefer-Weiss problems when sampling from discrete exponential families","authors":"A. Novikov, Fahil Farkhshatov","doi":"10.1080/07474946.2022.2109673","DOIUrl":"https://doi.org/10.1080/07474946.2022.2109673","url":null,"abstract":"Abstract In this article, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in the Kiefer-Weiss problems. For the case of observations following a discrete exponential family, we provide algorithms for optimal design in the modified Kiefer-Weiss problem and obtain formulas for evaluating their performance, calculating operating characteristic function, average sample number, and some related characteristics. These formulas cover, as a particular case, sequential probability ratio tests (SPRTs) and their truncated versions, as well as optimal finite-horizon sequential tests. On the basis of the developed algorithms we propose a method of construction of optimal tests and their performance evaluation for the original Kiefer-Weiss problem. All algorithms are implemented as functions in the R programming language and can be downloaded from https://github.com/tosinabase/Kiefer-Weiss, where the code for the binomial, Poisson, and negative binomial distributions is readily available. Finally, we make numerical comparisons of the Kiefer-Weiss solution with the SPRT and the fixed-sample-size test having the same levels of the error probabilities.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44850892","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure 一阶自回归过程的两阶段过程及其与纯顺序过程的比较

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-06 DOI: 10.1080/07474946.2021.2010404

Soudabe Sajjadipanah, E. Mahmoudi, Mohammadsadegh Zamani

引用次数: 0

SPRT-based cooperative spectrum sensing with performance requirements in cognitive unmanned aerial vehicle networks (CUAVNs) 认知无人机网络中基于SPRT的协同频谱传感及其性能要求

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043048

Jun Wu, Pei Li, Jia Zhang, Zehao Chen, J. Bao

引用次数: 1

General optimal stopping with linear cost 具有线性代价的一般最优停车

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043047

S. Christensen, Tobias Sohr

引用次数: 0

Economical design of multiple deferred (dependent) state repetitive group sampling plan based on truncated life test under exponentiated half-logistic distribution 指数半逻辑分布下基于截尾寿命检验的多延迟（依赖）状态重复群抽样方案的经济性设计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043046

G. Kannan, P. Jeyadurga, S. Balamurali

{"title":"Economical design of multiple deferred (dependent) state repetitive group sampling plan based on truncated life test under exponentiated half-logistic distribution","authors":"G. Kannan, P. Jeyadurga, S. Balamurali","doi":"10.1080/07474946.2022.2043046","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043046","url":null,"abstract":"Abstract The design of a multiple deferred (dependent) state repetitive group sampling plan for exponentiated half-logistic distributed percentile life assurance under time-truncated life test is considered in this article. In this research, tables are provided to choose the design parameters of the proposed plan determined for different percentile ratios using the method of two points on the operating characteristic curve with known shape parameter values. We describe the sampling procedure of the proposed multiple deferred (dependent) state repetitive group sampling plan with real-time data and discuss the effect of misspecification of the shape parameter on lot acceptance probabilities. Based on an economical design of the proposed plan, an optimal plan is determined that satisfies both producer and consumer risks with minimum cost. In addition, the performance of the proposed plan is analyzed and compared with other existing sampling plans under an exponentiated half-logistic lifetime distribution. Finally, conclusions are provided.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44130875","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Adversarially robust sequential hypothesis testing 对抗性稳健序列假设检验

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043050

Shuchen Cao, Ruizhi Zhang, Shaofeng Zou

{"title":"Adversarially robust sequential hypothesis testing","authors":"Shuchen Cao, Ruizhi Zhang, Shaofeng Zou","doi":"10.1080/07474946.2022.2043050","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043050","url":null,"abstract":"Abstract The problem of sequential hypothesis testing is studied, where samples are taken sequentially, and the goal is to distinguish between the null hypothesis where the samples are generated according to a distribution p and the alternative hypothesis where the samples are generated according to a distribution q. The defender (decision maker) aims to distinguish the two hypotheses using as few samples as possible subject to false alarm constraints. The problem is studied under the adversarial setting, where the data generating distributions under the two hypotheses are manipulated by an adversary, whose goal is to deteriorate the performance of the defender—for example, increasing the probability of error and expected sample sizes—with minimal cost. Specifically, under the null hypothesis, the adversary picks a distribution with cost and under the alternative hypothesis, the adversary picks a distribution with cost This problem is formulated as a non-zero-sum game between the defender and the adversary. A pair of strategies (the adversary’s strategy and the defender’s strategy) is proposed and proved to be a Nash equilibrium pair for the non-zero-sum game between the adversary and the defender asymptotically. The defender’s strategy is a sequential probability ratio test and thus is computationally efficient for practical implementation.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45225532","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A sequential decoding procedure for pooled quantitative measure 集合定量测量的顺序解码程序

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043049

Yunning Zhong, Ping Xu, Siming Zhong, Juan Ding

引用次数: 0

Three-stage minimum risk point estimation with termination defined via Gini’s mean difference 通过基尼均值差定义终止的三阶段最小风险点估计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043051

Jun Hu, Dinh Dong Pham

引用次数: 0

Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty 非参数后变不确定性随机模型的渐近最优鲁棒信息快速检测

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2022-01-02 DOI: 10.1080/07474946.2022.2043052

V. Girardin, V. Konev, S. Pergamenchtchikov

{"title":"Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty","authors":"V. Girardin, V. Konev, S. Pergamenchtchikov","doi":"10.1080/07474946.2022.2043052","DOIUrl":"https://doi.org/10.1080/07474946.2022.2043052","url":null,"abstract":"Abstract By making use of Kullback-Leibler information, we develop a new approach for the quickest detection problem for general statistical models with dependent observations and unknown postchange distributions; the postchange distribution depends on either unknown informative parameters or unknown nonparametric infinite-dimensional nuisance functions. For such models, we introduce a robust risk as the supremum of the mean detection delay over the class of postchange distributions. On the basis of the window-limited cumulative sum rules developed by Lai in 1988, we propose new detection procedures, making use of the noise density that minimizes the Kullback-Leibler divergence. Then for the constructed detection procedures, we provide sufficient conditions on the considered statistical models that ensure minimax optimality properties with respect to the robust risk. We apply the developed methods to the quick detection problems for both scalar and multivariate autoregressive processes with unknown postchange parameters and unknown noise distributions.","PeriodicalId":48879,"journal":{"name":"Sequential Analysis-Design Methods and Applications","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2022-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46827078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Two-stage and sequential unbiased estimation of N in binomial trials, when the probability of success p is unknown 当成功概率p未知时，二项式试验中N的两阶段连续无偏估计

IF 0.8 4区数学

Sequential Analysis-Design Methods and Applications Pub Date : 2021-12-31 DOI: 10.1080/07474946.2022.2082473

Y. Malinovsky, S. Zacks

引用次数: 1