Bayesian sequential mesh test for success ratio
Zhengming Wang
Abstract
Zhengming Wang
Abstract
Bayesian sequential test and sequential mesh test provide ideas form two different ways to improve the sequential probability ratio test(SPRT) by using the prior information and dividing the original SPRT test.Taking advantages of the two methods,a new method,Bayesian sequential mesh test,is proposed for the test of success ratio,and is also discussed in detail about how to use the prior information and how to insert the new test points.Examples for comparing the truncated sample times and the average sample times are also given.The computational results show that the proposed method improves the sequential mesh test method,both by depressing the risk and by reducing the truncated sample size and the average sample size.
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Bayesian sequential test and sequential mesh test provide ideas form two different ways to improve the sequential probability ratio test(SPRT) by using the prior information and dividing the original SPRT test.Taking advantages of the two methods,a new method,Bayesian sequential mesh test,is proposed for the test of success ratio,and is also discussed in detail about how to use the prior information and how to insert the new test points.Examples for comparing the truncated sample times and the average sample times are also given.The computational results show that the proposed method improves the sequential mesh test method,both by depressing the risk and by reducing the truncated sample size and the average sample size.
Key concepts: Sequential probability ratio test, Sequential analysis, Sequential estimation, Bayesian probability, Sample (material), Algorithm, Test (biology), Computer science