DocumentCode
935542
Title
On a direct method of analysis and synthesis of the SPRT
Author
Vrana, Ivan
Volume
28
Issue
6
fYear
1982
fDate
11/1/1982 12:00:00 AM
Firstpage
905
Lastpage
911
Abstract
The behavior of the sequential probability ratio test (SPRT) can be described using four performance measures, i.e., the probabilities of both types of error 
, and the average test lengths (or sample sizes) 
for the given decision problem. Whereas Bayes optimality of the SPRT is well-known from the work of Wald and Wolfowitz, there is no method to evaluate the performance measures except for Wald\´s approximations. We present a method to evaluate the performance measures given the thresholds of the SPRT.
, and the average test lengths (or sample sizes) for the given decision problem. Whereas Bayes optimality of the SPRT is well-known from the work of Wald and Wolfowitz, there is no method to evaluate the performance measures except for Wald\´s approximations. We present a method to evaluate the performance measures given the thresholds of the SPRT.Keywords
Sequential decision procedures; Costs; Equations; Error probability; Length measurement; Probability density function; Random variables; Seminars; Sequential analysis; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1982.1056577
Filename
1056577
Link To Document