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 :
