# Questions tagged [sequential-analysis]

Hypothesis testing without a fixed sample size.

120 questions
Filter by
Sorted by
Tagged with
1 vote
23 views

### Distribution for Fraction of Success in a Binomial Setting

So the actual original question I am trying to solve is a little bit different than the title: In a binomial setting with probability of success $p$, I keep examining observations until a fraction of ...
• 161
21 views

### Expected sample size for sequential t-test

I have a 2 group sequential one-sided t-test setting. $1-\beta = 90\%$, $\alpha = 5\%$. Null hypothesis is $\mu_1=\mu_2=1800$. Alternative hypothesis is: $\mu_1\geq\mu_2$ Plug-in estimate of $\sigma$ ...
• 1,220
39 views

### Detection of 'unfair' Bernoulli sequences using run lengths?

I'm rather confused about the following question: Which of the following vectors do you think is actually a random sample of $\mathcal{B}(1, 0.5)$ (Bernoulli) of length 10? $[0,1,1,0,1,0,1,0,1,1]$ and ...
1 vote
12 views

### Should SPRT use explicit hypotheses or reflect observed differences in the data?

Sequential Probability Ratio Testing (SPRT) compares the log-likelihood ratio of the observed data under the null and alternative hypotheses to thresholds based on desired alpha and beta levels. I am ...
• 146
22 views

### Adjusting effect sizes, p values, and CIs for sequential analysis via simulation

It's fairly easy to write a simulation procedure to calculate, for any given global type 1 error rate, adjusted local "stopping" alphas for interim "looks" in a sequential design, ...
• 224
1 vote
18 views

• 143
49 views

### Optimal denoising of a few features for latent variable modeling

I am fitting latent variable models to noisy, high-dimensional data. The dimension is 15,000 to 20,000; there are 2,000 observations. There is a certain latent structure that I observe -- essentially, ...
• 5,039
1 vote