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Optimality and the OC Curve for the Wald SPRT

 

作者: JamesA. Lechner,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1964)
卷期: Volume 59, issue 306  

页码: 464-468

 

ISSN:0162-1459

 

年代: 1964

 

DOI:10.1080/01621459.1964.10482171

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper examines “conjugate pairs” of points on the OC curve of a Wald Sequential Probability Ratio Test (SPRT). Such pairs are shown to exist for certain classes of SPRT's. For these classes, every point on the OC curve is a member of exactly one such pair. The well-known optimality property of a SPRT, which states that no other test of equal size and power (at the defining values of the parameter) can have a smaller expected sample size for either of the defining values, is extended to each conjugate pair. The OC curve is shown to be obtainable in a simple way, without the necessity of a parametric representation, by use of this notion of conjugate pairs.

 

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