Comparisons indicate that Huber's minimax robust test and the nominal test degrade their performances drastically when imposed to uncertainties due to modeling ...
Abstract—Fixed sample size and sequential performance of the asymptotically minimax robust hypothesis test is evaluated over a signal processing example and ...
A new method of hypothesis testing is proposed that ensures that as the sample size grows the probability of a type I error will become arbitrarily small.
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On average, sequential hypothesis tests yield substantially smaller sample sizes than conventional hypothesis tests that assume a fixed sample size based on a ...
– Tests are very different creatures than confidence intervals or confidence bounds, and it is often not correct to conclude an hypothesis is wrong because it ...
This aspect distinguishes robust sequential hypothesis tests from existing robust tests for fixed sample sizes or for change points. It is discussed in more ...
A key benefit of sequential testing is the expected reduction in the sample size required to reach a conclusion regarding the hypothesis, as compared to a non- ...
It is well known that sequential hypothesis test procedures can have appreciable cost savings compared to fixed sample size test plans. The first sequential ...
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The simulation results also illustrate the advantages of group sequential de- signs compared to a fixed sample design, in terms of sample size requirements.
Apr 19, 2005 · Finally, the designed robust tests are extended to fixed sample size and sequential probability ratio tests. It is also shown that the composite ...