Sequential Hypothesis Testing Method
(Redirected from Adaptive Hypothesis Testing)
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A Sequential Hypothesis Testing Method is an adaptive statistical hypothesis testing method that can be implemented by a sequential testing system to make early stopping decisions based on accumulated evidence while maintaining error rate control.
- AKA: Sequential Analysis Method, Sequential Testing Procedure, Adaptive Hypothesis Testing, Sequential Decision Method.
- Context:
- It can typically minimize Sample Size Requirements through early termination rules and sufficient statistic monitoring.
- It can typically control Type I Error Rate through alpha spending functions and boundary adjustment methods.
- It can typically maintain Statistical Power through beta spending functions and continuation region design.
- It can typically optimize Expected Sample Size through optimal boundary selection and likelihood ratio methods.
- It can typically enable Real-Time Decision Making through continuous monitoring and interim analysis.
- ...
- It can often implement Sequential Probability Ratio Tests through likelihood ratio calculations and Wald boundarys.
- It can often employ Group Sequential Methods through discrete monitoring points and O'Brien-Fleming boundaries.
- It can often utilize Adaptive Designs through sample size re-estimation and parameter modification.
- It can often support Multiple Testing through gatekeeping procedures and hierarchical testing strategies.
- ...
- It can range from being a Simple Sequential Hypothesis Testing Method to being a Complex Sequential Hypothesis Testing Method, depending on its testing complexity.
- It can range from being a Fixed-Boundary Sequential Hypothesis Testing Method to being an Adaptive-Boundary Sequential Hypothesis Testing Method, depending on its boundary flexibility.
- It can range from being a Two-Sided Sequential Hypothesis Testing Method to being a One-Sided Sequential Hypothesis Testing Method, depending on its alternative hypothesis direction.
- It can range from being a Discrete Sequential Hypothesis Testing Method to being a Continuous Sequential Hypothesis Testing Method, depending on its monitoring frequency.
- It can range from being a Single-Endpoint Sequential Hypothesis Testing Method to being a Multiple-Endpoint Sequential Hypothesis Testing Method, depending on its outcome variable count.
- ...
- It can integrate with Clinical Trial Management Systems for trial monitoring.
- It can connect to Quality Control Systems for process monitoring.
- It can interface with A/B Testing Platforms for experiment optimization.
- It can communicate with Data Monitoring Committees for stopping recommendations.
- It can synchronize with Statistical Software Packages for boundary calculation.
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- Examples:
- Classical Sequential Hypothesis Testing Methods, such as:
- SPRT Sequential Hypothesis Testing Methods (Sequential Probability Ratio Test), such as:
- Triangular Sequential Hypothesis Testing Methods, such as:
- Group Sequential Hypothesis Testing Methods, such as:
- Adaptive Sequential Hypothesis Testing Methods, such as:
- Application-Specific Sequential Hypothesis Testing Methods, such as:
- ...
- Classical Sequential Hypothesis Testing Methods, such as:
- Counter-Examples:
- Fixed-Sample Testing Method, which lacks early stopping capability.
- Post-Hoc Analysis Method, which lacks pre-specified stopping rules.
- Descriptive Statistics Method, which lacks hypothesis testing framework.
- See: Sequential Analysis, SPRT, Group Sequential Design, Adaptive Clinical Trial, Stopping Rule, Type I Error Control, Statistical Power, Interim Analysis, Alpha Spending Function.