The Sequential Probability Ratio Test

  • David Siegmund
Part of the Springer Series in Statistics book series (SSS)

Abstract

We begin by recalling the Neyman-Pearson Lemma for testing a simple hypothesis against a simple alternative. Let x denote a (discrete or continuous) random variable (or vector) with probability density function f.

Keywords

Probability Density Function Error Probability Simple Hypothesis Sequential Probability Ratio Test Composite Hypothesis 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1985

Authors and Affiliations

  • David Siegmund
    • 1
  1. 1.Department of StatisticsStanford UniversityStanfordUSA

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