2-SPRT'S and The Modified Kiefer-Weiss Problem of Minimizing an Expected Sample Size

Lorden, G.

doi:10.1214/aos/1176343407

Cited by 116 publications

(66 citation statements)

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“…Enlightened by Anderson's method, Lorden 17 proposed the method of 2-SPRT, which implements the SPRT twice and obtains stopping boundaries similar to Anderson's method under the Koopman-Darmois distributions. The method of 2-SPRT is proved to solve approximately the modified Kiefer-Weiss problem in Lorden 17 and Dragalin and Novikov 18 .…”

Section: The Methods Of Sprt and 2-sprtmentioning

confidence: 99%

“…The method of 2-SPRT is proved to solve approximately the modified Kiefer-Weiss problem in Lorden 17 and Dragalin and Novikov 18 . In what follows, we discuss the 2-SPRT method in greater detail.…”

Section: The Methods Of Sprt and 2-sprtmentioning

confidence: 99%

“…The SSATSs and ANOSs under a range of quality parameters may be provided for the evaluation. The calculations of SSATSs and ANOSs are operated according to (19) and (17).…”

Section: -Sprt Chart Design Guidelinesmentioning

confidence: 99%

“…The other correlates to efficiency, where the detections at some process parameters may not be sensitive enough with SSATSs being too large. Under these cases, adjustments in all quality characteristics, including 0 , 1 (17). In addition, a reduction in ATS 0 will decrease the SSATSs and ANOSs for a fixed AOR 0 .…”

Section: -Sprt Chart Design Guidelinesmentioning

confidence: 99%

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Adaptive charting schemes based on double sequential probability ratio tests

Li¹,

Pu²,

Tsung³

2008

Quality & Reliability Eng

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Sequential probability ratio test (SPRT) control charts are shown to be able to detect most shifts in the mean or proportion substantially faster than conventional charts such as CUSUM charts. However, they are limited in applications because of the absence of the upper bound on the sample size and possibly large sample numbers during implementation. The double SPRT (2-SPRT) control chart, which applies a 2-SPRT at each sampling point, is proposed in this paper to solve some of the limitations of SPRT charts. Approximate performance measures of the 2-SPRT control chart are obtained by the backward method with the Gaussian quadrature in a computer program. On the basis of two industrial examples and simulation comparisons, we conclude that the 2-SPRT chart is competitive in that it is more sensitive and economical for small shifts and has advantages in administration because of fixed sampling points and a proper upper bound on the sample size.

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Section: The Methods Of Sprt and 2-sprtmentioning

confidence: 99%

Section: The Methods Of Sprt and 2-sprtmentioning

confidence: 99%

“…The SSATSs and ANOSs under a range of quality parameters may be provided for the evaluation. The calculations of SSATSs and ANOSs are operated according to (19) and (17).…”

Section: -Sprt Chart Design Guidelinesmentioning

confidence: 99%

Section: -Sprt Chart Design Guidelinesmentioning

confidence: 99%

See 2 more Smart Citations

Adaptive charting schemes based on double sequential probability ratio tests

Li¹,

Pu²,

Tsung³

2008

Quality & Reliability Eng

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“…Указанные неравенства вида (1) позволяют полу чать полезные оценки и могут применяться в различных приложениях, таких как построение последовательных тестов для проверки гипотез типа рассмотренных в [3]- [6] и др., а также в связанных с ними зада чах на построение последовательных доверительных границ и др. Более подробно соответствующие приложения предполагается рассмотреть в последующих публикациях.…”

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О Сохранении Некоторых Мартингальных Неравенств Для Процессов Более Общего Вида

Павлов¹,

Pavlov²

1996

Teor. Veroyatnost. i Primenen.

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A unified theory for sequential clinical trials

Whitehead

1999

Statist. Med.

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The theory underlying sequential clinical trials is now well developed, and the methodology is increasingly being implemented in practice, both by the pharmaceutical industry and in the public sector. The consequences of conducting interim analyses for frequentist interpretations of data are now well understood. A large number of approaches are available for the calculation of stopping boundaries and for the eventual terminal analysis. In this paper, the principles of the design and analysis of sequential clinical trials will be presented. Existing methods will be reviewed, and their relationships with the general principles will be clarified. Controversies and gaps within the methodology will be highlighted. It is intended that presentation of the subject as a single unified theory will allow the few essential underlying features to be better appreciated. Copyright © 1999 John Wiley & Sons, Ltd.

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2-SPRT'S and The Modified Kiefer-Weiss Problem of Minimizing an Expected Sample Size

Cited by 116 publications

References 0 publications

Adaptive charting schemes based on double sequential probability ratio tests

Adaptive charting schemes based on double sequential probability ratio tests

О Сохранении Некоторых Мартингальных Неравенств Для Процессов Более Общего Вида

A unified theory for sequential clinical trials

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