Recursive Algorithm and Alternate Operation Strategy in Sequential Tests

摘要

Based on the sequential probability ratio test (SPRT) developed by Wald, an improved method for successful probability test of missile flight is proposed. A recursive algorithm and its program in Matlab are designed to calculate the real risk level of the sequential test decision and the average number of samples under various test conditions. A concept, that is "rejecting as soon as possible", is put forward and an alternate operation strategy is conducted. The simulation results show that it can reduce the test expenses.