The Sequential Probability Ratio Test

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


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.


Probability Density Function Error Probability Simple Hypothesis Sequential Probability Ratio Test Composite Hypothesis 
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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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