A Modified Sequential Probability Ratio Test. Academic Article

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.

authors

• Johnson, Valen

published proceedings

• J Math Psychol

altmetric score

• 7

author list (cited authors)

• Pramanik, S., Johnson, V. E., & Bhattacharya, A.

citation count

• 2

complete list of authors

• Pramanik, Sandipan||Johnson, Valen E||Bhattacharya, Anirban

publication date

• January 2021

publisher

• Elsevier  Publisher

published in

• Journal of Mathematical Psychology  Journal

keywords

• Bayes Factor
• Maxsprt
• Sequential Bayes Factor
• Sequential Design
• Sequential Probability Ratio Test
• Significance Test
• Uniformly Most Powerful Bayesian Test

PubMed Central ID

• 35496657

Digital Object Identifier (DOI)

• 10.1016/j.jmp.2021.102505

start page

• 102505

end page

• 102505

volume

• 101

URL

• http://dx.doi.org/10.1016/j.jmp.2021.102505