Accession Number:

AD0606415

Title:

ON THE OPTIMALITY OF SEQUENTIAL PROBABILITY RATIO TESTS,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1962-02-01

Pagination or Media Count:

7.0

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 Lehmanns book. In the present note a proof of this optimality is given which relies primarily on a simple mapping theorem. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE