Sequential Probability Ratio Test (SPRT) is an efficient statistical method primarily used for fault detection and quality control. Unlike traditional tests requiring a fixed number of samples, SPRT analyzes samples sequentially and updates statistical measures to reach a decision dynamically. It tests a null hypothesis against an alternative hypothesis using Bernoulli random variables. SPRT's adaptability and online operation make it a valuable tool for real-time applications across different fields.
Sequential Probability Ratio Test (SPRT) is a simple yet powerful statistical tool that has found applications in various domains, particularly in fault detection and quality control.
SPRT operates in an online fashion, updating statistical measures as samples arrive sequentially and concluding when sufficient samples have been collected to make a decision.
The method tests a simple null hypothesis against a simple alternative hypothesis using successive observations of a Bernoulli random variable.
SPRT differs from traditional probability ratio tests by not requiring a fixed number of samples, making it adaptable for real-time applications.
Collection
[
|
...
]