The WAGR Sequential $t$-Test Reaches a Decision with Probability One
David, Herbert T. ; Kruskal, William H.
Ann. Math. Statist., Tome 27 (1956) no. 4, p. 797-805 / Harvested from Project Euclid
The WAGR test is a sequential procedure for testing the null hypothesis that the proportion of a normal population greater than a given constant is $p_0$ (given) against the alternative that it is $p_1$ (given). These are equivalent (after a translation) to hypotheses specifying the value of $\mu/\sigma,$ where $\mu$ and $\sigma^2$ are the mean and the variance of the normal population under test. We prove that, with probability one, a decision is reached when the WAGR test is applied. This fact is of importance in its own right; it also has indirect interest because, unless it were true, the standard Wald inequalities on probabilities of error at the two hypothesis points could not be applied.
Publié le : 1956-09-14
Classification: 
@article{1177728186,
     author = {David, Herbert T. and Kruskal, William H.},
     title = {The WAGR Sequential $t$-Test Reaches a Decision with Probability One},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 797-805},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728186}
}
David, Herbert T.; Kruskal, William H. The WAGR Sequential $t$-Test Reaches a Decision with Probability One. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  797-805. http://gdmltest.u-ga.fr/item/1177728186/