On the uncertainty in sequential hypothesis testing

R Santiago-Mozos… - 2008 5th IEEE …, 2008 - ieeexplore.ieee.org
2008 5th IEEE International Symposium on Biomedical Imaging: From …, 2008ieeexplore.ieee.org
We consider the problem of sequential hypothesis testing when the exact pdfs are not
known but instead a set of iid samples are used to describe the hypotheses. We modify the
classical test by introducing a likelihood ratio interval which accommodates the uncertainty
in the pdfs. The test finishes when the whole likelihood ratio interval crosses one of the
thresholds and reduces to the classical test as the number of samples to describe the
hypotheses tend to infinity. We illustrate the performance of this test in a medical image …
We consider the problem of sequential hypothesis testing when the exact pdfs are not known but instead a set of iid samples are used to describe the hypotheses. We modify the classical test by introducing a likelihood ratio interval which accommodates the uncertainty in the pdfs. The test finishes when the whole likelihood ratio interval crosses one of the thresholds and reduces to the classical test as the number of samples to describe the hypotheses tend to infinity. We illustrate the performance of this test in a medical image application related to tuberculosis diagnosis. We show in this example how the test confidence level can be accurately determined.
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