AN EXAMINATION OF THE WALD STOPPING BOUNDS FOR THE SEQUENTIAL PROBABILITY RATIO TEST.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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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 VN 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
- Statistics and Probability