Finding Test Statistic Thresholds Using Simulation and Model Fitting with an Application to Radiation Detection

ABSTRACT

To evaluate the performance of the sequential probability ratio test (SPRT) for radiation detection, we present an algorithm based on simulation and local regression smoothing to find thresholds that achieve specified false alarm probabilities. An example is given to illustrate the use of the algorithm.

KEYWORDS:

• false alarm probability
• local regression smoothing
• SPRT
• Type I error

ACKNOWLEDGMENTS

We acknowledge the Department of Homeland Security for funding the production of this material under DOE Contract Number DE-AC52-06NA25396 for the management and operation of Los Alamos National Laboratory.