Optimum Character of the Sequential Probability Ratio Test
Wald, A. ; Wolfowitz, J.
Ann. Math. Statist., Tome 19 (1948) no. 4, p. 326-339 / Harvested from Project Euclid
Let $S_0$ be any sequential probability ratio test for deciding between two simple alternatives $H_0$ and $H_1$, and $S_1$ another test for the same purpose. We define $(i, j = 0, 1):$ $\alpha_i(S_j) =$ probability, under $S_j$, of rejecting $H_i$ when it is true; $E_i^j (n) =$ expected number of observations to reach a decision under test $S_j$ when the hypothesis $H_i$ is true. (It is assumed that $E^1_i (n)$ exists.) In this paper it is proved that, if $\alpha_i(S_1) \leq \alpha_i(S_0)\quad(i = 0,1)$, it follows that $E_i^0 (n) \leq E_i^1 (n)\quad(i = 0, 1)$. This means that of all tests with the same power the sequential probability ratio test requires on the average fewest observations. This result had been conjectured earlier ([1], [2]).
Publié le : 1948-09-14
Classification: 
@article{1177730197,
     author = {Wald, A. and Wolfowitz, J.},
     title = {Optimum Character of the Sequential Probability Ratio Test},
     journal = {Ann. Math. Statist.},
     volume = {19},
     number = {4},
     year = {1948},
     pages = { 326-339},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730197}
}
Wald, A.; Wolfowitz, J. Optimum Character of the Sequential Probability Ratio Test. Ann. Math. Statist., Tome 19 (1948) no. 4, pp.  326-339. http://gdmltest.u-ga.fr/item/1177730197/