论文标题
小组顺序假设测试具有可变组大小的：最佳设计和性能评估
Group sequential hypothesis tests with variable group sizes: optimal design and performance evaluation
论文作者
论文摘要
在本文中，我们提出了一种以计算机为导向的构建方法，其最佳组顺序假设检验具有可变组大小的方法。特别是，对于独立且相同分布的观测值，我们获得了最佳组顺序测试的形式，该测试变成了一个特定的序列概率比测试的特定情况（SPPRTS，Schmitz，1993）。给出了用于计算一般SPPRT的数值特征的公式，例如错误概率，平均采样成本等。提出了设计最佳测试和评估性能特征的数值方法，并开发了其实现的计算机算法。对于来自伯努利人群采样的特定案例，提出的方法是在R编程语言中实现的，该代码可在公共GitHub存储库中可用。该方法与其他已知的采样计划进行了数字比较。
In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations we obtain the form of optimal group sequential tests which turn to be a particular case of sequentially planned probability ratio tests (SPPRTs, Schmitz, 1993) . Formulas are given for computing the numerical characteristics of general SPPRTs, like error probabilities, average sampling cost, etc. A numerical method of designing the optimal tests and evaluation of the performance characteristics is proposed, and computer algorithms of its implementation are developed. For a particular case of sampling from a Bernoulli population, the proposed method is implemented in R programming language, the code is available in a public GitHub repository. The proposed method is compared numerically with other known sampling plans.
