The Partial Sequential Probability Ratio Test
作者:
CampbellB. Read,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1971)
卷期:
Volume 66,
issue 335
页码: 646-650
ISSN:0162-1459
年代: 1971
DOI:10.1080/01621459.1971.10482326
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In testing a normal mean with known variance, or a Koopman-Darmois parameter, an initial fixed number n of observations is followed by Wald's SPRT procedure. The conditional SPRT, given, and optimality properties in a certain class of tests are noted. For some parameter values, the PSPRT may have a lower ASN than a Wald SPRT with the same error probabilities.
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