An Improved Statement of Optimality for Sequential Probability Ratio Tests.

摘要

Wald and Wolfowitz (1948) first proved that sequential probability ratio tests (SPRT's) possess a strong optimality property. Improvements on their statement of optimality have been given by Burkholder and Wijsman (1960 and 1963) and by J. K. Ghosh (1961). The intent of this paper is to discuss another improvement.