If we like to bound these over-fitting probabilities by α, then we can assign different values for each α(k a,k b). The new procedure has the following properties: Consider an example where K min= 0 and K max= 4. Notice that the individual significance level depends on the number of joinpoints k a under the null. The new procedure set α(k a,k b)=α/(K max-k a). Let α(k a,k b) be the significance level of each individual test H 0: k=k a vs. The new adjustment procedure controls the overall over-fitting probabilities. The Bonferroni adjustment is conservative because the actual overall significance level is usually less than the nominal level α. Improved two-stage group sequential procedures for testing a secondary endpoint after the primary endpoint achieves significance Authors Huiling Li 1, Jianming Wang 1, Xiaolong Luo 1, Janis Grechko 1, Christopher Jennison 2 Affiliations 1 Department of Biostatistics, Celgene Corporation, Berkeley Heights, NJ, USA. Each of these permutation test are carried out a significance level of α 1=α/(K max-K min), i.e., if the p-value < α 1, then it rejects the null. Let be the final selected number of Joinpoints.īecause multiple tests are performed, Bonferroni adjustment is used to ensure that the approximate overall type I error is less than the specified significance level (significance level is also called the α-level, default α=.05). If the null is rejected, then increase k a by 1 otherwise, decrease k b by 1. The procedure begins with k a= K min and k b= K max. Each one tests the null hypothesis H 0: k = k a against the alternative hypothesis H 1: k = k b. The sequential test procedure is suitable for real-time applications using commercially available microcomputers and its efficacy has been verified by on-line fault detection in an operating nuclear reactor.The Joinpoint program uses a sequence of "permutation" tests to select the final model. The algorithm of the test procedure is formulated by use of (1) a generic redundancy management procedure which is essentially independent of the fault detection strategy and measurement noise statistics, and (2) a modified version of sequential probability ratio test (SPRT) algorithm for fault detection and isolation, which functions within the framework of the aforesaid redundancy management procedure. The test procedure is suited for development of intelligent instrumentation in strategic processes like aircraft and nuclear plants where redundant measurements are usually available for individual critical variables. The sequential test procedure is suitable for real-time applications using commercially available microcomputers and its efficacy has been verified by on-line fault detection in an operating nuclear reactor.ĪB - The paper presents the theory and application of a sequential test procedure for fault detection and isolation (FDI). 1 The Sequential Probability Ratio Test The SPRT is based on considering the likelihood ratio as a function of the number of observations. N2 - The paper presents the theory and application of a sequential test procedure for fault detection and isolation (FDI). This idea goes back to Wald ’45, and is usually referred to as a sequential probability ratio test (SPRT), also called a sequential likelihood ratio test. Under fairly general conditions, the procedure controls the. T1 - Sequential testing for fault detection in multiply-redundant systems The -level for the individual tests can be enlarged after the elimination of a population.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |