# Questions tagged [sequential-analysis]

Hypothesis testing without a fixed sample size.

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### Distribution of tuples in chaotic sequences

I study infinite aperiodic sequences like Thue-Morse. Simple substitution rules allow you to get even more complex. I'm interested in the distribution of tuples in such sequences. For example, in Thue-...
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### Lower threshold for Sequential Probability Ratio Test on Contingency Table testing

For testing whether a die is fair, we have the log likelihood ratio: $$\Lambda = \frac{1}{2} \sum_{i} \mathrm{observed}_i \log\left(\frac{\mathrm{observed}_i}{\mathrm{expected}_i}\right).$$ Suppose ...
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### How to read and use equations for confidence interval from sequential testing

in the book "Group Sequential and Confirmatory Adaptive Designs in Clinical Trials" by Wasmer and Brannath - they explain on p.85 how to calculate a confidence interval. They consider a ...
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### Sequential analysis - adjusting effect size

I am aware that sequential testing is risky, but it makes sense for me to do it anyway. So, I would like to read up, to do it properly. My idea (which is probably not new): In my reality, the true ...
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### Looking to extract patterns from sequences of codes

I have the following problem: I have a registration of people who enter a building, I have the name, entry date and end date. I also have the times at which events occur inside the building. I want to ...
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### Techniques for Stopping a Diagnostic Study for Safety

I'm working with a group of physicians who are interested in evaluating a new diagnostic tool for detecting colon cancer in older patients. The gold standard to detect colon cancer is with a ...
71 views

### How to pick the winner in the "Play the Winner" treatment assignment scheme (Urn model)

"Play the winner" is an intutitive procedure whereby successful treatments in earlier trials have a higher probability of being assigned in later trials. Quoting https://online.stat.psu.edu/...
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### Sample size for 2-arm 2-stage trial: R package Trialsize vs rpact vs gsDesign

Which sample size calculation is correct? Intended design: Superiority two-arm trial between drug A (intervention) vs drug B (comparator), outcome is binomial (response or no response to treatment), ...
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### Can't reproduce closed form expression from sequential testing

I've been trying to implement and extend some results from the papers "Always Valid Inference" and "Peeking at A/B Tests". The authors provide a closed form expression of the "...
1 vote
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### Identifying synchrony across individual time series

We are working with some time series data that look like the following: We have three individuals (a1,a2,a3) and then several observations at regular time-intervals. Here, we have 12 time intervals. ...
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### Changing sample size during experiment? [duplicate]

Will the significance and power levels hold constant if I don't see statistically significant results and decide to wait to allow for more samples to be collected?
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### When should a problem be approached as a sequential one?

I am working on a problem with a dataset of the form $(x_j,t_i,y_{i,j} )_{(j,i) \in J \times I}$ where $y_{i,j}$ is the output label. Think of progression of illness over time or weather conditions ...
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### Bayesian sequential updating with current Bayesian sampling software?

I'm having a hard time implementing sequential updating with current software, I don't even know how to start. Basically, I'm having to refit the whole model by simply appending the new data to the ...
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### Sequential hypothesis test for uniform distribution

Suppose I have a sequence of data points $x_1,x_2,\dots$. I want to do a sequential hypothesis test, were the null hypothesis is that each $x_i$ is iid uniform on $[0,1]$, and the alternative ...
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### Sequential Testing of Poisson Process

My question is related to the paper "Sequential Testing for Poisson Processes" by Peskir and Shiryaev, available here. Specifically, suppose that there are two states of the world, G(ood) ...
360 views

### How can I adjust the p-value calculation for an A/B test that is currently running?

I am running an A/B test. I have about 95k samples per variation and 1.29% relative improvement. The test is to see whether the variant converts users to booking better than the control. Test is still ...
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### Group Sequential Clinical Trial Design - Non-binding efficacy boundaries?

I have been reading up on group sequential clinical trial designs and came across the concept of non-binding futility boundaries. Intuitively, it makes sense to me that continuing the trial after ...
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### Sequential updating of a Bayesian regression model

I'd like to perform Bayesian regression of $Y$ on $X$. i.e. estimate a posterior $p\left(\theta\mid\mathcal{D}\right)$ of some regression parameter $\theta$ given a dataset $\mathcal{D}$ of pairs of ...
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### How to distinguish between two biased coins

I have two very biased coins: The first coin (C1) lands on heads 95% of the time. The second coin (C2) lands on heads only 1% of the time. One of the coins has been selected and I want to determine ...
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### Term for when hypothesis testing is conducted repeatedly until an interesting result is found?

What is the term for when, through accident or intent, many hypothesis tests are conducted until an 'interesting' result is found? That is, the experiment (or variations on it) are repeated until a ...
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### In R, why do the p-values from anova() change when you add more predictors?

When conducting linear regression in R, I am trying to understand how certain p-values are calculated and what they represent. So far this is my understanding: The p-values from summary() correspond ...
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