Optimum Character of the Sequential Probability Ratio Test
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Publication:5789910
DOI10.1214/AOMS/1177730197zbMATH Open0032.17302OpenAlexW2012037220WikidataQ92167934 ScholiaQ92167934MaRDI QIDQ5789910FDOQ5789910
Publication date: 1948
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177730197
Cited In (only showing first 100 items - show all)
- Anscombe’s model for sequential clinical trials revisited
- On the Wald's Sequential Probability Ratio Test for Lévy Processes
- Nearly optimal truncated group sequential test on binomial proportions
- Optimal group sequential tests with groups of random size
- Sequential probability ratio test for the mode of M-Gaussian distribution
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- Robust versus optimal strategies for two-alternative forced choice tasks
- Sequential negative binomial problems and statistical ecology: a selected review with new directions
- Sequential testing problems for Poisson processes.
- Step-up and step-down methods for testing multiple hypotheses in sequential experiments
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- The accumulator model of two-choice discrimination
- Optimizing sequential decisions in the drift-diffusion model
- Rapid decision threshold modulation by reward rate in a neural network
- Theory and applications of a new methodology for the random sequential probability ratio test
- ASYMPTOTIC OPTIMALITY OF GENERALIZED SEQUENTIAL LIKELIHOOD RATIO TESTS IN SOME CLASSICAL SEQUENTIAL TESTING PROBLEMS*
- Optimal Sequential Tests for Two Simple Hypotheses
- Optimal decision indices for R\&D project evaluation in the pharmaceutical industry: Pearson index versus Gittins index
- Optimal Decision Making on the Basis of Evidence Represented in Spike Trains
- On SPRT and RSPRT for the Unknown Mean in a Normal Distribution with Equal Mean and Variance
- Characterizations of optimal policies in a general stopping problem and stability estimating
- Optimal multistage sequential hypothesis testing
- Sequential testing of simple hypotheses about compound Poisson processes
- Sequential hypothesis tests for multinomial processing tree models
- Herbert Robbins and sequential analysis
- A model of finite-step random walk with absorbent boundaries
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing
- Optimal Cumulative Sum Charting Procedures Based on Kernel Densities
- Inequalities in Statistics and Information Measures
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Change-point monitoring for online stochastic approximations
- Comparing fixed and collapsing boundary versions of the diffusion model
- On the interaction between exemplar-based concepts and a response scaling process
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- Stochastic models of evidence accumulation in changing environments
- Optimal Sequential Tests for Testing Two Composite and Multiple Simple Hypotheses
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- On sequential hypotheses testing via convex optimization
- Sequential change-point detection for skew normal distribution
- Precautionary measures for credit risk management in jump models
- SPRT and CUSUM in hidden Markov models
- Statistical probabilistic model checking with a focus on time-bounded properties
- Exact computation for some sequential tests
- Monte Carlo algorithms for optimal stopping and statistical learning
- Wald-Wolfowitz optimality of sequentially planned tests: Remarks and conjectures
- Fast and accurate calculations for first-passage times in Wiener diffusion models
- Sample-size-optimal sequential testing
- Optimality of the CUSUM procedure in continuous time.
- A biased random walk model for two choice reaction times
- Existence of optimal stopping rules for linear and quadratic rewards
- The basal ganglia optimize decision making over general perceptual hypotheses
- Sequential Testing Problems for Lévy Processes
- Integration of Reinforcement Learning and Optimal Decision-Making Theories of the Basal Ganglia
- A bound for higher moments of expected sample size in sequential testing
- Nearly optimal sequential tests of composite hypotheses revisited
- On optimal stopping rules
- The sequential probability ratio test under random censorship
- Dynamical Analysis of Bayesian Inference Models for the Eriksen Task
- Existenz von sequentiellen Tests zu vorgegebenen Niveaus
- Sequential hypothesis tests under random horizon
- Some joys and trials of mathematical neuroscience
- Reward-Modulated Hebbian Learning of Decision Making
- Generalized Sequential Probability Ratio Test for Separate Families of Hypotheses
- Some remarks on the sequential probability ratio test
- Exact boundaries in sequential testing for phase-type distributions
- The Basal Ganglia and Cortex Implement Optimal Decision Making Between Alternative Actions
- Accuracy and response-time distributions for decision-making: linear perfect integrators versus nonlinear attractor-based neural circuits
- Evidence Accumulation and Change Rate Inference in Dynamic Environments
- The dynamics of choice among multiple alternatives
- A modified sequential probability ratio test
- Sequential Joint Detection and Estimation
- On the sequential testing problem for some diffusion processes
- A numerical approach to sequential multi-hypothesis testing for Bernoulli model
- Relative efficiency of the Wald ${\rm SPRT}$ and the Chernoff information number
- Optimal contract for outsourcing information acquisition
- Adversarially robust sequential hypothesis testing
- Three-stage designs for monitoring clinical trials
- Editor’s special invited paper: On the efficient score vector in sequential monitoring
- Sequential multiple hypothesis testing in presence of control variables
- On Wald’s sequential test for vector mean under multivariate normal distribution and correlated data
- An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences
- Impact of Correlated Neural Activity on Decision-Making Performance
- Solvable integration problems and optimal sample size selection
- Structure of sequential tests minimizing an expected sample size
- Binomial early stopping times
- Group sequential hypothesis tests with variable group sizes: Optimal design and performance evaluation
- The Methods of Sequential Analysis of Bayesian Type for the Multiple Testing Problem
- A heuristic approach for near optimal truncated sequential test of exponential distribution
- Characterization of optimality in classes of ``truncatable stopping rules
- Optimal Information Usage in Binary Sequential Hypothesis Testing
- A Sequential Test of Traffic Intensity for the M/M/1 Queueing System
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- Search boundaries of the truncated discrete sequential test
- Crowdvoting Judgment: An Analysis of Modern Peer Review
- The Design of Truncated Sequential Test Plans Based on Attributes Data
- Optimal decision rules for product recalls
- The Wald–Wolfowitz Theorem Is Violated in Sequential Mastery Testing
- The statistics of optimal decision making: exploring the relationship between signal detection theory and sequential analysis
- Optimale Sequenzwiederholungstests
- A Multistage Procedure for Decentralized Sequential Multi-Hypothesis Testing Problems
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