A discrete markov chain representation of The sequential probability ratio test

DOI10.1080/07474948308836025zbMath0594.62094OpenAlexW2083981700MaRDI QIDQ3725391

Marion R. jun. Reynolds, William H. Woodall

Publication date: 1983

Published in: Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948308836025

zbMATH Keywords

representationSPRTsequential probability ratio testDSNOC functionPerron- Frobenius theoremsample numbertruncated sequential testcumulative sum test statisticdecisivediscrete Markov chains with absorbing barrierssequential two-sample grouped rank test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Related Items (7)

Run-Length Distribution for Control Charts with Runs and Scans Rules ⋮ A class of sequential grouped signed rank tests ⋮ Modified Shewhart Charts for High Yield Processes ⋮ Comparison of conditional power criteria for early termination of clinical trials ⋮ Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen ⋮ Performance and robustness evaluation in sequential hypotheses testing ⋮ A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance

This page was built for publication: A discrete markov chain representation of The sequential probability ratio test