Design of nonparametric truncated sequential detectors with parallel linear boundaries
Abstract
A design method is proposed for a class of nonparametric truncated sequential detectors. These detectors test nonparametric statistics against two parallel linear boundaries with an abrupt truncation at some sample size. The proposed method obtains the asymptotic relative efficiencies (AREs) of these tests with respect to their corresponding fixedsamplesize tests in terms of some parameters of the tests. These parameters are then chosen to optimize the AREs. This (asymptotically) optimal set of parameters is used to design the thresholds of the sequential tests. Numerical results are obtained and design examples are presented, using the sum of the signs of the observations as the test statistic. The method can be used for nonparametric sequential detectors and for robust and parametric sequential detectors as well.
 Publication:

IEEE Transactions on Aerospace Electronic Systems
 Pub Date:
 July 1989
 DOI:
 10.1109/7.32080
 Bibcode:
 1989ITAES..25..483T
 Keywords:

 Asymptotic Methods;
 Nonparametric Statistics;
 Sequential Analysis;
 Signal Detection;
 Signal Detectors;
 Likelihood Ratio;
 Linear Systems;
 Signal To Noise Ratios;
 White Noise;
 Communications and Radar