A one-sided sequential test

Autor:	I. Lux, A. Rácz
Rok vydání:	1996
Předmět:	Nuclear Energy and Engineering One sided Mean value Sequential test Variance (accounting) Gaussian signal Early failure Parametrization Algorithm Test (assessment) Mathematics
Zdroj:	Annals of Nuclear Energy. 23:997-1009
ISSN:	0306-4549
Popis:	The applicability of the classical SPRT for early failure detection problems is limited by the fact that there is an extra time delay between the occurrence of the failure and its first recognition. Chien and Adams developed a method to minimize this time for the case when the problem can be formulated as testing the mean value of a Gaussian signal. In our paper we propose a procedure that can be applied for both mean and variance testing and that minimizes the time delay. The method is based on a special parametrization of the classical SPRT. The one-sided sequential test (OSST) can reproduce the results of the Chien-Adams test when applied for mean values.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f6ffd88c39e8daaf60388bac562188cf https://doi.org/10.1016/0306-4549(95)00081-x Zobrazit plný text záznamu Full Text from ScienceDirect