Redefining IoT Threat Detection: The Power of Cumulative Analysis in the CUMAD Framework

3.2. Sequential Probability Ratio Test

Sequential probability ratio test (SPRT) is a simple yet powerful statistical tool that has found applications in many different domains, in particular, fault detection or quality control [7]. SPRT is a variant of the traditional probability ratio test for testing under what distribution (or with what distribution parameters), it is more likely to have the observed sequence of samples. Unlike traditional probability ratio test that requires a pre-defined fixed number of samples to carry out the test, SPRT works in an online fashion; it updates the corresponding statistical measure as samples arrive sequentially, and can conclude when sufficient samples have arrived to reach a decision. In its simplest form, SPRT is a statistical method to test a simple null hypothesis against a simple alternative hypothesis. In the following we will more formally describe the operation of SPRT.

Let y ...