Improving the Boundaries of Sequential Statistic Criteria by Computer Simulation

The effectiveness of sequential criteria in tests of two simple hypotheses is investigated. An algorithm for calculating the improved boundaries of Wald-type sequential criteria based on the likelihood ratio is proposed. The proposed algorithm makes it possible to find the boundaries with given prec...

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Bibliographic Details
Published in:Measurement techniques 2019-12, Vol.62 (9), p.776-783
Main Authors: Grodzenskiy, S. Ya, Chesalin, A. N.
Format: Article
Language:English
Subjects:
Algorithms
Analytical Chemistry
Boundaries
Characterization and Evaluation of Materials
Computer simulation
Computer-generated environments
Criteria
Likelihood ratio
Mathematical analysis
Measurement Science and Instrumentation
Physical Chemistry
Physics
Physics and Astronomy
Quality control
Software
Statistics
Technology application
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Summary:The effectiveness of sequential criteria in tests of two simple hypotheses is investigated. An algorithm for calculating the improved boundaries of Wald-type sequential criteria based on the likelihood ratio is proposed. The proposed algorithm makes it possible to find the boundaries with given precision and lesser computational costs by comparison with previously known algorithms. A software program by means of which improved estimates of the boundaries of the criteria may be calculated in the least number of iterations is developed. The effectiveness of the proposed algorithm is demonstrated in concrete examples.
ISSN:0543-1972
1573-8906
DOI:10.1007/s11018-019-01694-y