Degree Type

Dissertation

Date of Award

1990

Degree Name

Doctor of Philosophy

Department

Statistics

First Advisor

Noel A. C. Cressie

Abstract

Sequential sampling schemes have traditionally used ad hoc rules for sample size. The variable-sample-size sequential probability ratio test (VPRT), developed by Cressie and Morgan (1986), generalizes the Wald-Wolfowitz one-at-a-time sampling plan. The VPRT finds the sample size that maximizes the expected net gain of sampling, conditional on the accumulated data at hand. In this dissertation, we explore this idea, both theoretically and numerically, using a technique of computation known as backward induction. Applications to sequential testing of means of Gaussian data, and to a sequential procedure of testing efficacy of a pharmaceutical (developed by Berry and Ho, 1988) are presented. The relevance of sampling size optimization to sequential clinical trials is discussed;References. (1) Berry, D. A. and Ho, C-H. 1988. One-Sided Sequential Stopping Boundaries for Clinical Trials: A Decision-Theoretic Approach. Biometrics, 44: 219-227. (2) Cressie, N., and Morgan, P. B. 1986. The VPRT: A Sequential Testing Procedure Dominating the SPRT. Preprint No. 86-17. Statistical Laboratory, Iowa State University, Ames.

DOI

https://doi.org/10.31274/rtd-180813-9146

Publisher

Digital Repository @ Iowa State University, http://lib.dr.iastate.edu/

Copyright Owner

Jonathan Biele

Language

en

Proquest ID

AAI9100482

File Format

application/pdf

File Size

220 pages

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