Performance analysis of sequential probability ratio test
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Cites work
- 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
- A Modification of the Sequential Probability Ratio Test to Reduce the Sample Size
- Asymptotic optimality of invariant sequential probability ratio tests
- Asymptotically optimal sequential tests for nonhomogeneous processes
- Comment on "Optimality of the sequential probability ratio test for nonstationary observations" by Y. Liu and S.D. Blostein
- CONTINUOUS INSPECTION SCHEMES
- Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
- Handbook of integral equations
- scientific article; zbMATH DE number 4011162 (Why is no real title available?)
- scientific article; zbMATH DE number 3581570 (Why is no real title available?)
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- Integral equations. Theory and numerical treatment
- Mathematical Statistics
- On Adaptive Finite Element Methods for Fredholm Integral Equations of the Second Kind
- On the Optimality of Sequential Probability Ratio Tests
- Optimal Sequential Tests for Two Simple Hypotheses
- Optimal stopping and sequential tests which minimize the maximum expected sample size
- Optimality of the sequential probability ratio test for nonstationary observations
- Optimum Character of the Sequential Probability Ratio Test
- Optimum Properties and Admissibility of Sequential Tests
- Properties of generalized sequential probability ratio tests
- RESTRICTED SEQUENTIAL PROCEDURES
- Sequential Tests of Statistical Hypotheses
- Some Properties of Generalized Sequential Probability Ratio Tests
- Testing one Simple Hypothesis Against Another
- The First Passage Problem for a Continuous Markov Process
- The Galerkin Method for the Numerical Solution of Fredholm Integral Equations of the Second Kind
- Theory and applications of a new methodology for the random sequential probability ratio test
Cited in
(15)- Early classification of time series. Cost-based optimization criterion and algorithms
- An enhanced evaluation method of sequential probability ratio test
- Application of Sequential Probability Ratio Test to Computerized Criterion-Referenced Testing
- Likelihood Ratio Identities and Their Applications to Sequential Analysis
- scientific article; zbMATH DE number 3903793 (Why is no real title available?)
- A discrete markov chain representation of The sequential probability ratio test
- Optimality of the sequential probability ratio test for nonstationary observations
- Performance analysis of sequential tests between Poisson processes
- Performance analysis of the biased square-law sequential detector with signal present
- A note on efficient performance evaluation of the cumulative sum chart and the sequential probability ratio test
- scientific article; zbMATH DE number 3996933 (Why is no real title available?)
- More informative sequential probability ratio tests
- scientific article; zbMATH DE number 6321305 (Why is no real title available?)
- scientific article; zbMATH DE number 5245304 (Why is no real title available?)
- A non-parametric sequential rank-sum probability ratio test method for binary hypothesis testing
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