A one-sided sequential test

被引：0
|
作者：
Racz, A
Lux, I
机构：
[1] KFKI-Atom. Energy Research Institute, Applied Reactor Physics Laboratory, H-1525 Budapest
来源：
ANNALS OF NUCLEAR ENERGY | 1996年 / 23卷 / 12期
关键词：
D O I：
10.1016/0306-4549(95)00081-X
中图分类号：
TL [原子能技术]; O571 [原子核物理学];
学科分类号：
0827 ; 082701 ;
摘要：
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. Copyright (C) 1996 Elsevier Science Ltd
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页码：997 / 1009
页数：13
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