Literature DB >> 35496657

A Modified Sequential Probability Ratio Test.

Sandipan Pramanik1, Valen E Johnson1, Anirban Bhattacharya1.   

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 z tests, t 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.

Entities:  

Keywords:  Bayes factor; MaxSPRT; Sequential Bayes factor; Sequential Probability Ratio Test; Sequential design; Significance test; Uniformly most powerful Bayesian test

Year:  2021        PMID: 35496657      PMCID: PMC9053723          DOI: 10.1016/j.jmp.2021.102505

Source DB:  PubMed          Journal:  J Math Psychol        ISSN: 0022-2496            Impact factor:   1.387


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