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than would be possible with more classical hypothesis testing or estimation and
consequently at lower
financial and/or human cost.
3.2.2 Sequential Decision-Making Procedure
The sequential procedure of the decision making process allows the minimization
of the detection time when the existing phenomenon is taking place (Fig. 3.2 ). The
sequential procedure has the following basic characteristic (Wald 2004):
h
i
h
i
;
L ðÞ A h ð a Þ 1
A h ð a Þ B h ð a Þ
=
ð 3
:
6 Þ
where A and B are the boundaries for the L n (x) and h(a) is the solution of the
equation:
Z 1
h ð a Þ f a ð x Þ dx ¼ 1
½
f a1 ð x Þ= f a0 ð x Þ
ð 3
:
7 Þ
1
The values of A and B have the estimations:
B b=ð 1 aÞ;
A ð 1 bÞ=a
ð 3
:
8 Þ
Fig. 3.2 Scheme of the
experimental realization using
the sequential analysis
procedure to decide between
hypotheses H 0 and H 1
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