An Improved Statement of Optimality for Sequential Probability Ratio Tests.
Abstract
Wald and Wolfowitz (1948) first proved that sequential probability ratio tests (SPRT's) possess a strong optimality property. Improvements on their statement of optimality have been given by Burkholder and Wijsman (1960 and 1963) and by J. K. Ghosh (1961). The intent of this paper is to discuss another improvement.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1975
- Accession Number
- ADA019837
Entities
People
- Gordon D. Simons
Organizations
- University of North Carolina at Chapel Hill