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The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald [1] and later proven to be optimal by Wald and Jacob Wolfowitz. [2] Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem.
In probability and statistics, an urn problem is an idealized mental exercise in which some objects of real interest (such as atoms, people, cars, etc.) are represented as colored balls in an urn or other container. One pretends to remove one or more balls from the urn; the goal is to determine the probability of drawing one color or another ...
In statistics, Cohen's h, popularized by Jacob Cohen, is a measure of distance between two proportions or probabilities. Cohen's h has several related uses: It can be used to describe the difference between two proportions as "small", "medium", or "large". It can be used to determine if the difference between two proportions is "meaningful".
In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed.
In mathematics, two sequences of numbers, often experimental data, are proportional or directly proportional if their corresponding elements have a constant ratio. The ratio is called coefficient of proportionality (or proportionality constant) and its reciprocal is known as constant of normalization (or normalizing constant).
the entropy rate of a stochastic process (message or sequence is seen as a succession of events). (The "rate of self-information" can also be defined for a particular sequence of messages or symbols generated by a given stochastic process: this will always be equal to the entropy rate in the case of a stationary process.)
In another usage in statistics, normalization refers to the creation of shifted and scaled versions of statistics, where the intention is that these normalized values allow the comparison of corresponding normalized values for different datasets in a way that eliminates the effects of certain gross influences, as in an anomaly time series. Some ...
A Langford pairing for n = 4.. In combinatorial mathematics, a Langford pairing, also called a Langford sequence, is a permutation of the sequence of 2n numbers 1, 1, 2, 2, ..., n, n in which the two 1s are one unit apart, the two 2s are two units apart, and more generally the two copies of each number k are k units apart.