Sequential Test for Practical Significance: Truncated Mixture Sequential Probability Ratio Test
Fuente:
arXiv
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866918138251051008 |
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| author | Shim, Kyu Min |
| author_facet | Shim, Kyu Min |
| contents | We present a sequential testing method to identify a practically significant effect. We build on the existing mixture sequential probability ratio test (mSPRT) that can sequentially test for a non-zero treatment effect by using a truncated mixing distribution to differentiate between effects that are large enough to merit a real world action versus that are non-zero but too small to merit a real world action. We verify the Type-I error control of our method theoretically and empirically. We also extend this idea to sequentially test for one-sided practical significance such as non-inferiority testing, and show that we may still effectively control the Type-I error rate. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_07892 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Sequential Test for Practical Significance: Truncated Mixture Sequential Probability Ratio Test Shim, Kyu Min Methodology We present a sequential testing method to identify a practically significant effect. We build on the existing mixture sequential probability ratio test (mSPRT) that can sequentially test for a non-zero treatment effect by using a truncated mixing distribution to differentiate between effects that are large enough to merit a real world action versus that are non-zero but too small to merit a real world action. We verify the Type-I error control of our method theoretically and empirically. We also extend this idea to sequentially test for one-sided practical significance such as non-inferiority testing, and show that we may still effectively control the Type-I error rate. |
| title | Sequential Test for Practical Significance: Truncated Mixture Sequential Probability Ratio Test |
| topic | Methodology |
| url | https://arxiv.org/abs/2509.07892 |