Accession Number:

AD0706710

Title:

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

Descriptive Note:

Master's thesis,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s):

• Gavlak,Michael William

Report Date:

1970-04-01

Pagination or Media Count:

96.0

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 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

Descriptors:

• (*STATISTICAL TESTS
• DECISION THEORY)
• (*SEQUENTIAL ANALYSIS
• SAMPLING)
• MONTE CARLO METHOD
• ANALYSIS OF VARIANCE
• PROBABILITY DENSITY FUNCTIONS
• STATISTICAL DISTRIBUTIONS
• COMPUTER PROGRAMS
• SIMULATION
• THESES

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE