ON THE OPTIMALITY OF SEQUENTIAL PROBABILITY RATIO TESTS,
Abstract
The sequential probability ratio test for testing a simple hypothesis Hsub0 against a single alternative Hsub1 was first proved to be optimal by Wald and Wolfowitz in a sense there defined. A much simpler proof has been given by L. LeCam and appears in Lehmann's book. In the present note a proof of this optimality is given which relies primarily on a simple mapping theorem. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1962
- Accession Number
- AD0606415
Entities
People
- Theodore K. Matthes
Organizations
- RAND Corporation