AN EXAMINATION OF THE WALD STOPPING BOUNDS FOR THE SEQUENTIAL PROBABILITY RATIO TEST.

Abstract

An examination of the Wald stopping bounds for the Sequential Probability Ratio Test (SPRT) is made by comparing results obtained from Monte Carlo simulations of sequential sampling tests with results obtained using Wald formulations. Operating Characteristic, ASN, and V(N) values are presented for test sampling from each of eight Binomial, 14 Exponential, and 24 Normal distributions. An extensive bibliography of references associated with SPRT is included. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1970
Accession Number
AD0706710

Entities

People

  • Michael William Gavlak

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Bibliographies
  • Binomials
  • Collecting Methods
  • Data Science
  • Information Science
  • Mathematics
  • Monte Carlo Method
  • Normal Distribution
  • Probability
  • Sampling
  • Simulations
  • Statistical Sampling

Fields of Study

  • Mathematics

Readers

  • Statistical inference.