erik-stenberg / mixturesprt Goto Github PK
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Package for mixture sequential probability ratio test
In https://github.com/shitoushan/mixtureSPRT graph 2, the null hypothesis is rejected after 307 observations. However, its ratio go below 20 afterwards and again after around 850 observations, so is it reliable to reject the null hypothesis at 307th observation?
I came across your impressive work and was pleased to see it implemented in practice. I'm interested in replicating it using Python and trying to understand it better.
Regarding the results of SPR, I'm wondering how we can calculate the always valid p-values.
I realize that your thesis was written several years ago, but any help you could provide would be greatly appreciated. Thank you!
Can you explain why the program needs burnIn = 100?
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