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#sequential_probability_ratio_test

Sequential probability ratio test

The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected.

Wed 4th

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Sequential probability ratio test Computerized classification test Wald test Likelihood-ratio test Sequential analysis CUSUM Outline of statistics Analysis of covariance Abraham Wald Computerized adaptive testing
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