On the Optimality of Sequential Probability Ratio Tests
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This article is published in Annals of Mathematical Statistics.The article was published on 1963-03-01 and is currently open access. It has received 19 citations till now. The article focuses on the topics: Sequential probability ratio test & Sequential estimation.read more
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Journal ArticleDOI
Structure of sequential tests minimizing an expected sample size
TL;DR: In this article, a characterization of the structure of optimal tests for the Koopman-Darmois family is given, and a new proof of the optimality property of these tests is obtained as a corollary.
Journal ArticleDOI
Controlling decision errors with minimal costs: The sequential probability ratio t test.
Martin Schnuerch,Edgar Erdfelder +1 more
TL;DR: The most efficient sequential design, the sequential probability ratio test (SPRT), is discussed and it is shown how it is easily implemented for a 2-sample t test using standard statistical software and the robustness of the SPRT against violations of its assumptions is investigated.
Journal ArticleDOI
Operating Characteristic and Average Sample Number of Binary and Multi-Hypothesis Sequential Probability Ratio Test
Yu Liu,Yongxin Gao,X. Rong Li +2 more
TL;DR: Based on the governing equations for OC and ASN of the SPRT developed in the previous work, a solution for the general case is proposed that relies on approximating the original test by truncation, that is, truncating the test at some finite time K.
Proceedings Article
Performance analysis of Wald's SPRT with independent but non-stationary log-likelihood ratios
Yu Liu,X. Rong Li +1 more
TL;DR: Two inductive equations governing the OC and ASN are developed and they have non-unique solutions in the general case, but do have unique solutions in two special cases: (a) the log-likelihood ratios converge in distributions and (b) the logs have periodic distributions.
Journal ArticleDOI
Performance Analysis of Sequential Probability Ratio Test
Yu Liu,X. Rong Li +1 more
TL;DR: In this article, inductive integral equations governing SPRT and Page's cumulative sum test are developed under very general settings, where the bounds can be time-varying and the LLRs are assumed independent but nonstationary.