Design of nonparametric truncated sequential detectors with parallel linear boundaries

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 (ARE) of these tests with respect to their corresponding fixed-sample-size (FSS) tests in terms of some parameters of the tests. There parameters are then chosen to optimize the ARE. 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