截尾序贯检验模型代码,python
时间: 2024-09-08 13:02:07 浏览: 40
截尾序贯检验模型(Sequential Testing Model)是一种统计方法,用于在逐步收集数据的过程中做出决策。例如,你可能需要在实验中决定何时停止收集数据,因为结果已经足够明显。Python 中实现这类模型的一个常用方法是使用累积和控制图(CUSUM charts)或者序贯概率比检验(Sequential Probability Ratio Test, SPRT)。
以下是使用Python实现一个简单的SPRT模型的代码示例:
```python
import numpy as np
def sprt(h0, h1, alpha, beta, data, test_statistic='mean'):
"""
Sequential Probability Ratio Test (SPRT)
Parameters:
h0 : float
Null hypothesis mean value.
h1 : float
Alternative hypothesis mean value.
alpha : float
Type I error rate (probability of false positive).
beta : float
Type II error rate (probability of false negative).
data : list or array
Data received sequentially.
test_statistic : string
Type of test statistic to use, currently only 'mean' is supported.
Returns:
decision : string
Decision based on SPRT, can be 'accept h0', 'accept h1', or 'continue sampling'.
"""
loglik_ratio = 0
n = 0
for sample in data:
n += 1
if test_statistic == 'mean':
loglik_ratio += np.log((1 - alpha)**(1/n) + (alpha/n)*(h1/sample)**(1/n))
else:
raise ValueError("Unsupported test statistic type.")
if np.log((1 - beta)/(alpha)) > loglik_ratio:
decision = 'accept h0'
elif np.log((1 - beta)/(alpha)) < loglik_ratio:
decision = 'accept h1'
else:
decision = 'continue sampling'
return decision
# Example usage
data = np.array([1.1, 1.05, 0.99, 1.07, 1.12, 0.98, 1.03])
decision = sprt(h0=1.0, h1=1.1, alpha=0.05, beta=0.1, data=data)
print(decision)
```
请注意,这个例子中的SPRT实现是基于均值检验的,并且只提供了简单的决策逻辑。在实际应用中,SPRT模型可能需要根据具体情况进一步调整和优化,以适应不同的假设检验和数据特性。
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