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Sequential Analysis
Design Methods and Applications
Volume 23, 2004 - Issue 4
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Original Articles

Likelihood Ratio Identities and Their Applications to Sequential Analysis

Tze Leung Lai Department of Statistics, Stanford University, Stanford, California, USA; Department of Statistics, Sequoia Hall, Stanford University, Stanford, CA, 94305, USACorrespondence[email protected]
Pages 467-497 | Received 01 Jun 2003, Accepted 01 Jan 2004, Published online: 23 Feb 2011

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Lan Luo, Ling Zhou & Peter X.-K. Song. (2022) Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches. Journal of the American Statistical Association 0:0, pages 1-16.
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Govind S. Mudholkar, Ziji Yu & Saria S. Awadalla. (2016) Sequential probability ratio test for the mode of M-Gaussian distribution. Sequential Analysis 35:2, pages 226-237.
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Lei Wang, Xiaolong Pu, Dongdong Xiang & Yan Li. (2014) Asymptotic optimality of double sequential mixture likelihood ratio test. Journal of Statistical Computation and Simulation 84:4, pages 916-929.
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AlekseyS. Polunchenko, Grigory Sokolov & Wenyu Du. (2014) An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure. Sequential Analysis 33:1, pages 112-134.
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Debanjan Bhattacharjee & Nitis Mukhopadhyay. (2012) On SPRT and RSPRT for the Unknown Mean in a Normal Distribution with Equal Mean and Variance. Sequential Analysis 31:1, pages 108-134.
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Ofer Harel, Nitis Mukhopadhyay & Jun Yan. (2011) On a Sequential Probability Ratio Test Subject to Incomplete Data. Sequential Analysis 30:4, pages 441-456.
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Cloud Makasu. (2008) On Wald Optimal Stopping Problem for Geometric Brownian Motions. Sequential Analysis 27:4, pages 435-440.
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Marianne Frisén. (2007) Properties and Use of the Shewhart Method and Its Followers. Sequential Analysis 26:2, pages 171-193.
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Wolfgang Schmid. (2007) Guest Editorial: Eighty Years of Control Charts. Sequential Analysis 26:2, pages 117-122.
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Marianne Frisén. (2007) Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich. Sequential Analysis 26:1, pages 45-47.
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H.P. Chan & T.L. Lai. (2005) Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis. Sequential Analysis 24:3, pages 259-278.
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Articles from other publishers (25)

Charles Qing Cao & Yunhe Feng. (2023) Probabilistic Error Reasoning on IoT Edge Devices. Probabilistic Error Reasoning on IoT Edge Devices.
Anthony Agnesina, Kyungwook Chang & Sung Kyu Lim. (2023) Parameter Optimization of VLSI Placement Through Deep Reinforcement Learning. IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems 42:4, pages 1295-1308.
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Tze Leung Lai. 2022. The Splendors and Miseries of Martingales. The Splendors and Miseries of Martingales 265 293 .
Esteban Martínez Vargas, Christoph Hirche, Gael Sentís, Michalis Skotiniotis, Marta Carrizo, Ramon Muñoz-Tapia & John Calsamiglia. (2021) Quantum Sequential Hypothesis Testing. Physical Review Letters 126:18.
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Sandipan Pramanik, Valen E. Johnson & Anirban Bhattacharya. (2021) A modified sequential probability ratio test. Journal of Mathematical Psychology 101, pages 102505.
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Prashant Khanduri, Dominique Pastor, Vinod Sharma & Pramod K. Varshney. (2019) Sequential Random Distortion Testing of Non-Stationary Processes. IEEE Transactions on Signal Processing 67:21, pages 5450-5462.
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Prashant Khanduri, Dominique Pastor, Vinod Sharma & Pramod K. Varshney. (2019) Truncated Sequential Non-Parametric Hypothesis Testing Based on Random Distortion Testing. IEEE Transactions on Signal Processing 67:15, pages 4027-4042.
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Walter W. Piegorsch. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 6 .
Shahar Bar & Joseph Tabrikian. (2018) A Sequential Framework for Composite Hypothesis Testing. IEEE Transactions on Signal Processing 66:20, pages 5484-5499.
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Yang Cao, Liyan Xie, Yao Xie & Huan Xu. (2018) Sequential Change-Point Detection via Online Convex Optimization. Entropy 20:2, pages 108.
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Hsiang-Ling Hsu, Ching-Kang Ing, Tze Leung Lai & Shu-Hui Yu. 2018. Proceedings of the Pacific Rim Statistical Conference for Production Engineering. Proceedings of the Pacific Rim Statistical Conference for Production Engineering 67 81 .
Aleksey S. Polunchenko. (2016) A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test. Applied Stochastic Models in Business and Industry 32:5, pages 565-573.
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Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 187 223 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 153 186 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 123 152 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 101 122 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 77 100 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 37 75 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 11 35 .
Jay Bartroff, Tze Leung Lai & Mei-Chiung ShihJay Bartroff, Tze Leung Lai & Mei-Chiung Shih. 2013. Sequential Experimentation in Clinical Trials. Sequential Experimentation in Clinical Trials 1 10 .
Olha Bodnar & Wolfgang Schmid. (2011) CUSUM charts for monitoring the mean of a multivariate Gaussian process. Journal of Statistical Planning and Inference 141:6, pages 2055-2070.
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Vasyl Golosnoy & Wolfgang Schmid. 2009. Applied Quantitative Finance. Applied Quantitative Finance 399 416 .
Nitis Mukhopadhyay & Basil de Silva. 2008. Sequential Methods and Their Applications. Sequential Methods and Their Applications.
Nitis Mukhopadhyay & Basil M. de Silva. (2008) Theory and applications of a new methodology for the random sequential probability ratio test. Statistical Methodology 5:5, pages 424-453.
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Alexander G. Tartakovsky, Boris L. Rozovskii, Rudolf B. Blažek & Hongjoong Kim. (2006) Authors’ response. Statistical Methodology 3:3, pages 329-340.
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