‘Statistical Inference -IT (Sequential Analysis) 1660 TER, and Ry denote the number of runs of ny objects of one type and n2 objects of another type in a sample of size m, + np then find the probability that R, +R, =, for r even and r odd, and also‘the mean and variance of Ky + Kz ‘when all these m, + my observations arise from the same distibution. Dethi Unie. [Link]. (Stat), 1991) 16. (Explain how the run test can be used to test randomness. (i In the median test with samples of size 9 and 7 respectively, from two populations find the probability density function of the random variable representing the number of values of the samples from the first population in {he tower halt of tne combinea sample. (Madras Unto, BrSe, 1988) 17. (a) The win-lose record of a certain basketball team for its last 50 ‘consecutive games was as follows -— WWWWWWLWWWWWWLWLWWWLLWWWW LWWWLLWWWWWWLLWWLLLWWLWWW ‘Apply run test to test that sequence of wins and losses is random. (®) Use an appropriate non-parametric test procedure to test for randomness the following set ot 30 two-digit numbers : 15, 17, O1, 65, 69. 69, 58 41, 81, 16, 16, 20, 00, 84, 22, 28 26, 46, 66, 36, 86, 66, 17, 34, 49, 85, 45, 51, 40, 10. 18. At the beginning of the year a fist grade class was randomly divided into two groups. One group was taught to read using a uniform method, where all students progressed from one stage to the next at the same time, following te teacher's direction. The second group was taught wo read using an individual method, where, each student progressed at his own rate according 10 a programmed work book, under supervision of the teacher. At the end of the year each student was given a reading ability test with the following results: First Grow Second Group 227 SS 184 202° 27163 116234447 14 151 284 25219488 16523553 149 247,81 in a7 228 16 92 22 99271 Use the Wald-Wolfowitz run-test to test for the equality of the distribution functions ofthe two groups. 19. Using the number of runs above and below the median, test for randomness te following set ofa table of 2-digit numbers: 15, 77, O1, 65, 69, 69, 58, 40, 81, 16, 16 20, 00, 84, 22, 28, 26, 46, 66, 36, 86, 66, 17, 43, 49, 85, 40, 51, 40, 10. 169. Sequential Analysis - Introduction We have seen that in 'Neyman-Pearson theory of testing hypothesis, n, the sample size is regarded as a fixed constant and keeping a: fixed, we minimise B. But in the. sequential analysis theory propounded by A. Wald n, the sample size is not fixed but is regarded asa random variable whereas both cand B are fixed constants. 16-9:1. Sequential Probability Ratio Test (SPRT). The best known procedure in sequential testing is the Sequential Probability Ratio Test (GPRT) developed by A. Wald discussed below.1670 ‘Fundamentals of Mathematical Statistics Suppove we want 10 test the hypothesis, Ho :0 = Oo against the ‘ternative hypothesis, Hj : 8 = ®,, fora distribution with pt ftx, ®) For any Positive integer m, the likelihood function of a sample x3, 13, from the Population with p.a.. f(x, 6) is given by Lin = Tha 04) when H; is true, andty Low = Lf 99 when iti tne, and the likelihood ratio 2, is given by Theo . (m= 1,2.) (16-115) ‘The BPRT fur eating Mo agaist ff i Ueftwed ay flow» ‘At each stage of the experiment (at the mth tral for any integral value m), the Hkelihood ratio Ay, (mt = 1,2, ..) is computed. © 182,24, we semminate the process with the rejection of Ho (i IA, $B, we terminate the process with the acceptance of Ho, aid elle Gil) If B<2,09 e a- = Ene (i Accept Heit S58 [pa -tieeg 80 2 ] she (#2) (Oo + 0 = Ea sates eB gt P1200 and (iif) Continue taking additional observations as long as mts) as on(t) 0.C. Function, First of all we shall determine h = h(0) #0, from (16-122) iz,, from » [te » a= cee fix.) de= 1‘Statistical Inference -II (Soquantial Analysis) 1673 el labo x G2e + Oot oo]f'a 1,[0n using (*)) = LJ” oid b2-2(@,-e9h+0) al re 4 + 0:2 02)h}] dew Ifwe take fee) A= (01-0) A+ } AF = (0,2 - O92)h + 0? which being the total area under normal probability curve with mean 2 and variance ois always unity, as desired. Thus h = h(8) is the solution of (***) and is given by 2-02) h+ & = (,- 89+ OP PBA = (6,092 296, ~60A ‘Since h = h(8) #0 and 0, # Gp, on dividing throughout by (8, ~ 8)h, we Pa +8) =@-09 4428 = He) gage Substituting for h(@) in (16-121) we get the required expression for the 0. tunton ‘ASIN function, We have Za tog FEE Site [- 54] (From *)] 8; - 6 Be) =“bar* (28) - O~ 04] 0, ~ 94 = "og (20-0 -0,) Substituting in (16-123), we get the required A.S.N. function. Example 16-12. Let X have the distribution : fe, (1 -0)'-452=20,1;0<0<1 For testing Ho : © + Q against Hy : 6 = @,, construct S.P.R.T. and obtain its ASN. and O.C. functions. Welhi Univ. [Link]. (Stat. Hons.), 1993, 1985]0% Fundamentals of Mathematical Stati Solution. We have LG Xpy ney Sq LH) ial (CE ET) fn ada Ad a-o) | | (2 : % Jog hy = E5105 0/8) + (m— som(tet) $ @ 80) ~ 9 “ae v4 @a(t=6) a vor Tet Hence SPRT for testing Ho: @ =O» against H, > @ =A. is given by (ef. (6-119) : sanuitirnsne( 185 ae oe b—m log [(1- 0/1 tet Ens Seon opm sayfa (i) Reject #7 (Accept Hy) it tog Ae 2 og 1=B. = a, (say) it Bx, ote mon ld = 0/0 - 09) Oe fog [6,(1 ~ 09)/09(1 -.8,)) = Fam (529). Gi) Continue sampling if DK On 0, then 1@.-») a ( => ‘L(@,—h) =B*. (0, h) (1 = 8, cs &m) “id AI son (2) ttytore Fundamentals of Mathematical Statisticg Formulae (vl) and (vi) are very convenient .o use for obtaining the points 00 OC. curve for arbitrary negative values of h. EXERCISE 16(4) 1.(@) Describe Wald's Sequential Probability Ra:io Test. (®) Explain how the sequential test procedure viffers from the Neyman- Pearson test procedure, 2, Define the OC function and ASN function in sequential analysis. Derive their approximate exproesions for tho sequential probability ratio tact of simple hypothesis against a simple alternative. 3. Describe Wald's SPR.T, Let X be a Bemoulli variate with pd.f. ‘fe 0) = OF(1 -0)!-#32 =, 1505051. Etnploy [Link]. for testing Hy : @ = O against H, : 0 = 6,, and obtain its ASN. and O.C. functions. Dethi Univ. [Link]. (Stat. Hons), 1998, 85] 4. (a) Explain how the sequential test procedire differs frdm the Neyman- Pearson test procedure, Develop the S.P.R.T. for testing Ho: x= Ro against Hy : X= m;, based on a random sample from a binomial population with parameters (n, x), m being known, Obiain its O.C. and A.S.N. functions. (©) Oban the sequential probability ratio test of the hypothesis Ha: © = against Hy : © =} for the distributic { (1 0)!-4, forx = 0,1 “1 0 otherwise - (Madras Univ. [Link], 1988] 5, Develop S.P.R. test for testing Ho: 0 = Oo against H,:0 = 0, (©, > 0,), where 0 is the parameter of a Poisson distribution. Find approximate ‘expressions for OC function and ASN’ function of the test. Wethi Univ. [Link]. (Stat. Hons.) 1988) 6 Describe SPR.T., its OC and ASN functions. Construct S.P.R.T. for testing Ho: 0 6p against Hy :0 = 0, (0< 0) <0), nthe basis of random sample dawn fom te Pareto distribution wit density function : Fe ;8) W285, x2 as ‘Also obtain its 0.C. function and A.S.N. function, Wethi Unio. [Link]. (Stat. Hons), 1989) 7. Explain how she sequential test procedure differs from the Neyman- Pearson test procedure, Develop the [Link].T, for testing Hy += 6p against Hy: based on a random ssinpe of size n from a population with pdf. = 68),