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A modified sequential probability ratio test
Journal of Mathematical Psychology ( IF 1.8 ) Pub Date : 2021-03-04 , DOI: 10.1016/j.jmp.2021.102505
Sandipan Pramanik 1 , Valen E Johnson 1 , Anirban Bhattacharya 1
Affiliation  

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.



中文翻译:

改进的序列概率比检验

我们描述了一种改进的顺序概率比检验,可用于减少在指定的显着性和功效水平下执行统计假设检验所需的平均样本量。提供了示例z测试,测试和二项式成功概率的测试。提供了用于实现测试设计的软件包的描述。我们将在 5% 显着性水平下进行的固定设计测试所需的样本量与在 0.5% 显着性水平下进行的顺序测试所需的平均样本量进行比较,我们发现这两个样本量大致相等。

更新日期:2021-03-07
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