Sequential Statistics

Govindarajulu, Z.

doi:10.1142/5575

Cited by 55 publications

(40 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…• That M -random walk and M 2 -random walk are very effective in mitigating the effects of heavy-tailed EMI and outliers can be seen from Figures 3,4. From these we can conclude that outliers can cause major damage (for random walk, t test) but are effectively handled by M -random walk.…”

Section: E Simulation Resultsmentioning

confidence: 73%

“…Rank test (Wilcoxon rank test) is a location test [4] for location µ of a distribution F (x − µ) which is symmetric around µ. For testing µ ≤ µ 0 vs µ ≥ µ 1 , µ 1 > µ 0 , its statistics is defined as follows.…”

Section: A Rank Testmentioning

confidence: 99%

“…We will use this statistic in our sequential set up. This statistic is distribution free for symmetric distributions [4].…”

Section: A Rank Testmentioning

confidence: 99%

“…Hence sequential procedures serve better which can reduce the expected number of samples required, by more than half, over the fixed sample procedures [4]. Detection of spectral holes has to be performed at very low SNRs (∼ -20 dB) in the presence of shadowing and fading [5].…”

Section: Introductionmentioning

confidence: 99%

See 3 more Smart Citations

Distributed nonparametric sequential spectrum sensing under electromagnetic interference

Sahasranand

Sharma

2015

2015 IEEE International Conference on Communications (ICC)

View full text Add to dashboard Cite

Abstract-A nonparametric distributed sequential algorithm for quick detection of spectral holes in a Cognitive Radio set up is proposed. Two or more local nodes make decisions and inform the fusion centre (FC) over a reporting Multiple Access Channel (MAC), which then makes the final decision. The local nodes use energy detection and the FC uses mean detection in the presence of fading, heavy-tailed electromagnetic interference (EMI) and outliers. The statistics of the primary signal, channel gain or the EMI is not known. Different nonparametric sequential algorithms are compared to choose appropriate algorithms to be used at the local nodes and the FC. Modification of a recently developed random walk test is selected for the local nodes for energy detection as well as at the fusion centre for mean detection. It is shown via simulations and analysis that the nonparametric distributed algorithm developed performs well in the presence of fading, EMI and is robust to outliers. The algorithm is iterative in nature making the computation and storage requirements minimal.

show abstract

Section: E Simulation Resultsmentioning

confidence: 73%

Section: A Rank Testmentioning

confidence: 99%

“…We will use this statistic in our sequential set up. This statistic is distribution free for symmetric distributions [4].…”

Section: A Rank Testmentioning

confidence: 99%

Section: Introductionmentioning

confidence: 99%

See 2 more Smart Citations

Distributed nonparametric sequential spectrum sensing under electromagnetic interference

Sahasranand

Sharma

2015

2015 IEEE International Conference on Communications (ICC)

View full text Add to dashboard Cite

show abstract

“…Rather, we want to do surveillance to monitor for an inherent safety problem that is always present in the drug rather than detecting a suddenly occurring safety problem due to, for example, a manufacturing problem in a new batch of the drug. Sequential probability ratio tests have been extended and refined in various ways, including Bayesian approaches (Lechner, 1962;Peskir and Shiryaev, 2000), and both the theoretical and practical aspects of the field have been summarized in excellent books by Ghosh et al (1997), Jennison and Turnbull (2000), de Silva (2009), andGovindarajulu (2004), among others. Particularly relevant to this article are efforts to deal with composite alternatives in various settings such as binomial proportions (Hoel et al, 1976;Joanes, 1972;Meeker, 1981), normally distributed data (Lachin, 1981;van der Tweel et al, 1996), Poisson data (Abt, 1998), variance components (Ghosh, 1965), functions of unknown parameters (Bangdiwala, 1982), as well as more general models using asymptotic optimality (Lai, 1988;Schwarz, 1962), stepwise sequential probability ratio tests (Huang, 2004), cost functions (Holm, 1985;Schipper et al, 1997), or various approaches that reduce composite hypotheses to simple hypotheses (Ghosh, 1970;Lai, 2001;Wald, 1947).…”

Section: Introductionmentioning

confidence: 99%

A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance

Kulldorff

Davis

Kolczak

et al. 2011

Sequential Analysis

201

225

View full text Add to dashboard Cite

Because of rare but serious adverse events, pharmaceutical drugs and vaccines are sometimes withdrawn from the market, either by a government agency such as the Food and Drug Administration (FDA) in the United States or by the manufacturing pharmaceutical company. In other cases, a drug may be generally safe but increase the risk for serious adverse events for certain subpopulations such as pregnant women or people with heart problems. Due to limited sample size and selected study populations, rare adverse events are often impossible to detect during phase 3 trials conducted before the drug is approved for general use. It is then important to conduct post-approval drug safety surveillance, using, for example, health insurance claims data. In such surveillance, the goal should be to detect serious adverse events as early as possible without too many false alarms, and it is then natural to use a continuous or near-continuous sequential test procedure that reevaluates the data on a daily or weekly basis.In this article, we first show that Wald's classical sequential probability ratio test (SPRT) for continuous surveillance is very sensitive to the choice of relative risk required in the specification of the alternative hypothesis, making it difficult to use for drug and vaccine safety surveillance. We instead propose the use of a maximized sequential probability ratio test (MaxSPRT) based on a composite alternative hypothesis, which works well across a range of relative risks. We illustrate the use of this method on vaccine safety surveillance and compare it with the classical SPRT. † Deceased.Received January 22, 2010, Revised September 24, 2010, October 28, 2010, Accepted October 30, 2010 Recommended by Nitis Mukhopadhyay Address correspondence to Martin Kulldorff, Department of Population Medicine, Harvard Medical School and Harvard Pilgrim Health Care, Boston, MA 02215, USA; E-mail: martin_kulldorff@hms.harvard.edu Drug and Vaccine Safety Surveillance 59A table of critical values for the MaxSPRT is provided, covering most parameter choices relevant for vaccine and drug safety surveillance. The critical values are based on exact numerical calculations. We also calculate the statistical power, the expected time until the null hypothesis is rejected, and the average length of surveillance.

show abstract

Bibliography

2013

Guide to Load Analysis for Durability in Vehicle Engineering

View full text Add to dashboard Cite

Sequential Statistics

Cited by 55 publications

References 0 publications

Distributed nonparametric sequential spectrum sensing under electromagnetic interference

Distributed nonparametric sequential spectrum sensing under electromagnetic interference

A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance

Bibliography

Contact Info

Product

Resources

About