Hypothesis testing without a fixed sample size.

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10
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1answer
137 views

How to test if “previous state” has influence on “subsequent state” in R

Imagine a situation: We have historical records (20 years) of three mines. Does the presence of silver increases the probability of finding gold in next year? How to test such question? Here is ...
2
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0answers
34 views

Sequential Probability Ratio Test (or other Sequential Sampling techniques) for testing difference

I have the results from running two algorithms and I want to be able to say that there is, say, a 95% probability that one of the sets of results is different to the other where different means A > B ...
1
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0answers
11 views

Interim analysis and CI

A trial was planned and designed to be a single arm trial (one group), and the sample size was calculating using a confidence interval to achieve some accuracy in the estimation of the unknown ...
2
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0answers
16 views

Test that does not based on sufficient statistics [closed]

In the context of adaptive clinical trials, inverse normal method/test was addressed as not based on sufficient statistics, while sequential tests do. Is it because in adaptive design, the test is not ...
0
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0answers
25 views

Closed form Pocock Rejection Region solution for joint MVN correlated RVs?

This is related to my previous question (link), but I have a simpler way of expressing it. Suppose $ \left( \begin{array}{ccc} \ Z_1 \\ Z_2 \end{array} \right)$ follows a Bivariate standard normal ...
1
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0answers
31 views

How can I maintain a streaming value and be 95% confident that the measure for the population dropped below some value?

I weigh hail stones one at a time, producing a sequence of weights. I want to tell the weatherman when I'm 95% confident that hail stones are less than 50g in weight based on the previous $K$ hail ...
0
votes
1answer
44 views

Cluster Sequences of data with different length

I need to cluster sequences of data that have different length. I am using Matlab and my first question is related to the method. Is KMeans sufficient to achieve this? IN KMeans I have to use the ...
2
votes
0answers
46 views

Running sequential tests as data is collected - practical advice for researchers

I've observed that many experimental labs in my field don't do a power analysis before they start collecting data. In practice, it seems that many researchers collect data and periodically run ...
2
votes
1answer
76 views

Sequential testing for a Bernoulli variable

Suppose $T$ is a Bernoulli random variable, such that $T = 1$ with probability $s$, $s$ is not known. I am interested in checking hypothesis $H_1$ that $s \neq 1/2$ ($H_0$ is that $s = 1/2$). One way ...
5
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0answers
52 views

bias of an estimator when using stopping rules

Consider the setting where $X_1,X_2,...$ are i.i.d. real-valued random variables with $\mathbb{E}[X_i] = \theta$ and let the random variable $\tau$ be an associated stopping time. I'm wondering what ...
0
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0answers
82 views

Method for detecting anomalies in timeseries?

I am exploring creating alerts for anomalies in a timeseries. Say that I have a graph like this: There are two anomalies here that I would wanted to be alerted on: First, on April 7th with there ...
2
votes
1answer
213 views

What's the algorithm for finding sequences used by TraMineR?

I'm working an analysis about finding frequent sequences in a event-state dataset using the R package TraMineR (and ...
1
vote
1answer
61 views

When does drawing additional samples not cause much benefit in estimating the population probability distribution?

Suppose I have a random variable X that either evaluates to A, B, or C when I realize it (each with its own fixed probability). Now let's say I have drawn 100 samples and the frequency distribution is ...
1
vote
0answers
101 views

One pass distributed clustering algorithm

I am working on clustering of data streams. For my purpose Sequential Leader Clustering (SLC) have given fair result, as i need not give number of clusters (like k in k means), which require some ...
1
vote
0answers
116 views

Sequential Inference And Evidence (Jaynes 2003): Is it valid? Is it used?

Exploring the work of ET Jaynes, Probability Theory (11th Printing 2013) has led to consideration of the technique he identifies as Sequential Inference (p. 96); where the evidence, in decibels, ...
2
votes
1answer
124 views

Runs test for randomness for k elements

Say I have a sequence of length $n$ of $k$ different elements, s.t. $n > k, k > 2$. I want to show this sequence is random, based on the number of runs. I found this paper by AM Mood which ...
0
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0answers
21 views

Statistical similarity on sequences

What are the methods that can be used for evaluating the similarity of the sequences? Lets say that we have three sequences; I want to be able to say that "statistically" the sequence number 1 and the ...
5
votes
0answers
266 views

Understanding Sequential Probability Ratio Test (SPRT) Likelihood Ratio

I am a software developer looking to develop an alternative for the simple hypothesis testing scheme described here. In short, the test works as follows: Two URLs are compared for their ability to ...
12
votes
3answers
408 views

How could one develop a stopping rule in a power analysis of two independent proportions?

I am a software developer working on A/B testing systems. I don't have a solid stats background but have been picking up knowledge over the past few months. A typical test scenario involves comparing ...
5
votes
1answer
303 views

Speed up web a/b tests with sample size checkpoints

Before starting an a/b test with a control and one experimental route, I can calculate a required sample size based on conversion rate estimates for both routes. I can get a good estimate of the ...
2
votes
0answers
63 views

Performing a Wald's group sequential test in R (for complex hypothesis)

The settings: we have a sequence of numbers generated from a normal distribution with $\mu=1;\sigma^2 = 1 $. And with every new observation collected, we'd like to test for: $H_0:\mu_0=0$ ...
3
votes
1answer
176 views

Sequential testing of multiple probabilities (binomial variables)

Task: I have e.g. 1 control group and 7 experimental groups which are treated differently. All groups have a dependent binomial variable: 1 = success, 0 = no success. I want to conduct sequential ...
0
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1answer
63 views

Group sequential Design

Can anyone recommend a paper which provides a nice introduction or summary of group sequential design.
0
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0answers
77 views

Statistic describes the sharpness or dispersion of sequential data?

I want to find an existed statistic that can clearly describe the sharpness or dispersion of a peak-shape signal. To state this question more clearly, I plotted two different types (sharp and broad) ...
0
votes
1answer
268 views

bag of words in an online configuration, for classification / clustering

I have a set of image documents. I extract text keywords from this images using OCR to represent each image as a bag of words (a vector where each value is the number of occurrence of a word in the ...
4
votes
2answers
113 views

Frequentist performance of sequential testing based on predictive power

Suppose we perform a hypothesis test from a random sample $(x_i)_{i=1}^n$, assuming for instance $x_i \sim_{\text{iid}} {\cal N}(\theta, 1)$ and $H_0=\{\theta=0\}$ for simplicity. If the test fails to ...
2
votes
2answers
4k views

Repeated measures ANOVA for two different groups

I have conducted a clinical trial using two groups with two different treatment modalities. I have measured different physical and biochemical parameters (e.g pulse, systolic blood pressure, serum ...
1
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0answers
45 views

Sequence mining in univariate discrete data using R [duplicate]

Possible Duplicate: r sequence recognition for univariate data sequence mining arules I am looking for a method to detect sequences within univariate discrete data without specifying the ...
3
votes
0answers
291 views

Incremental learning methods in R

I am looking for some libraries in R that can do incremental learning (also called online or sequential learning). The use case of such learning in comparison to traditional batch methods would be to ...
1
vote
1answer
286 views

clustering with particle filters

Suppose we want to cluster a data stream of unknown number of clusters, and estimate them using particle filters. With particle filters, we need to know $P(x_t | x_{t-1})$ and $P(z_t | x_t)$ (where z ...
-2
votes
3answers
7k views

Very simple particle filters algorithm (sequential monte carlo method) implementation

I'm interested in the simple algorithm for particles filter given here. It seems very simple but I have no idea on how to do it practically. Any idea on how to implement it (just to better understand ...
4
votes
1answer
165 views

How to efficiently expand a simple random sample after population growth?

I have a simple random sample (SRS) $S$ of size $n$ drawn from a population $D_1$ containing $N_1$ members. A new set $D_2$ with $N_2$ members is added to the population. I would like to create a ...
1
vote
1answer
83 views

Is there a sequential version of probabilistic latent semantic analysis?

Does someone know if it exists some way to do online learning with pLSA? The model training is really time consuming, so it is not feasible to rebuild it after every changes in the data.
2
votes
1answer
396 views

Sequential clustering with an unknown number of clusters

Is there any clustering algorithms that: does not assume the number of clusters to be known, and processes the data in only one pass by considering it as a continuously arriving data stream (and we ...
1
vote
2answers
268 views

Sequential experiment: controlled design and metrics

This is a generic question. Let me put forth an example scenario. Say, I had 2 techniques for allocating my daily budget within 4 stocks. Upon allocation, I get the data about the stock's performance ...
0
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0answers
135 views

Sequential Proportions Test

I have been trying to find some R code but haven't had any luck so far. I am able to perform a sequential t-test on some data that I was working on previously but now my data has a combination of real ...
2
votes
2answers
407 views

Why is this regret a good choice for a multi-armed bandit?

The regret in a multi-arm bandit model is given by $$\underset{j}{\max}\sum_{t=1}^{T}x_j(t) -G_{A}$$ where $$G_A=\sum_{t=1}^{T}x_{it}(t)$$ is the total reward achieved by the learner, based on an ...
6
votes
0answers
334 views

Adjusting the p-value for adaptive sequential analysis (for chi square test)?

I wish to know what statistical literature is relevant for the following problem, and maybe even an idea on how to solve it. Imagine the following problem: We have 4 possible treatments for some ...
8
votes
2answers
156 views

Identifying sequential patterns

I am working with sequence data which are long lists of malware win-api calls. I am trying to cast the problem of identifying 'malware behavior' into one of finding sequential patterns. I treat each ...
4
votes
1answer
283 views

AB Multi-variate testing - when can I eliminate worst performing variants?

I'm running AB tests on my website homepage, with 8 different variations. You can read about the purpose of the test here if you need to (not essential) - ...
4
votes
1answer
431 views

Explanation for the thresholds in the sequential probability ratio test

Recently I have learned about sequential analysis especially sequential probability ratio tests (after I have struggled a lot with cumulation of alpha - errrors). See also this question Sequential ...