Randomized Sequential Tests. A Comparison between Curtailed Single-Sampling Plans and Sequential Probability Ratio Tests
作者:
Ester Samuel,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1970)
卷期:
Volume 65,
issue 329
页码: 431-437
ISSN:0162-1459
年代: 1970
DOI:10.1080/01621459.1970.10481094
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
For Bernoulli random variables sequential tests of the simple hypothesesp=p0vs.p = p1are considered. In particular a comparison is made between the performance of sequential probability ratio tests (SPRTs) and curtailed single sampling plans (CSSPs), when both tests have the same error probabilities. In [1] it is shown that the CSSP has a strong optimality property. Nevertheless, if one admits randomized SPRTs, the latter are better. Numerical examples are considered in detail forp0= 1/2 and the CSSP withn= 2. The method of finding the randomized SPRTs with the correct error probabilities is indicated. These rules have positive probability of deciding without taking any observations.
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