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Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event Rate

Abstract Details

2009, MS, University of Cincinnati, Medicine : Biostatistics (Environmental Health).
Unlike the classical hypothesis test, the method of sequential probability ratio test (SPRT) checks the outcome sequentially. Based on the outcome, the test can have one of three test results: reject the null hypothesis, accept the null hypothesis, or continue the SPRT procedure. Consequently, the SPRT method may reduce the required sample size for performing a test as compared to a classical hypothesis test. A simulation study of SPRT was performed. A variety of comparisons between p0 and p1 were simulated with p0 =0.001 and p1 between 0.0011 and 0.0023. The target rates of the 12 time points for each group were from 0 out of 104 to 30 out of 104 with a constant increment of 2/104. The results showed that the larger the difference between p0 and p1, the quicker one could reject the null hypothesis. Therefore, we can expect a quicker response when p0/p1 has larger differences.
Paul Succop (Committee Chair)
Linda Levin (Committee Member)
22 p.

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Citations

  • Yu, X. (2009). Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event Rate [Master's thesis, University of Cincinnati]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1244562576

    APA Style (7th edition)

  • Yu, Xiaomin. Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event Rate. 2009. University of Cincinnati, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=ucin1244562576.

    MLA Style (8th edition)

  • Yu, Xiaomin. "Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event Rate." Master's thesis, University of Cincinnati, 2009. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1244562576

    Chicago Manual of Style (17th edition)