Showing papers on "Sequential probability ratio test published in 1973"
TL;DR: In this article, the generalized likelihood ratio is used to define a stopping rule for rejecting the null hypothesis θ = θ0 in favor of θ > θ 0.
Abstract: The generalized likelihood ratio is used to define a stopping rule for rejecting the null hypothesis θ = θ0 in favor of θ > θ0. Subject to a bound α on the probability of ever stopping in case θ = θ0, the expected sample sizes for θ > θ0 are minimized within a multiple of log log α-1, the multiple depending on θ. An heuristic bound on the error probability of a likelihood ratio procedure is derived and verified in the case of a normal mean by consideration of a Wiener process. Useful lower bounds on the small-sample efficiency in the normal case are thereby obtained.
54 citations
33 citations
TL;DR: In this article, a nonparametric sequential rank correlation test for independence consisting of a generalized sequential probability ratio test through the Monte Carlo method was investigated and the test was found to be satisfactory in terms of the power function.
Abstract: A nonparametric sequential rank correlation test for independence consisting of a generalized sequential probability ratio test is investigated through the Monte Carlo method. The test is found to be satisfactory in terms of the power function. Comparison of the expected sample size of the test and three other tests including the fixed sample size test suggests that the sequential rank test is also efficient.
2 citations