Statistics Sequential statistics Concept
Sequential probability ratio test
Summary
The sequential probability ratio test, or SPRT, is a sequential test of a simple null hypothesis against a simple alternative. After each observation it updates the likelihood ratio of the data and stops as soon as this ratio leaves a fixed interval. Abraham Wald introduced it, and it is the basic procedure of sequential analysis. Among all tests with the same error probabilities, it needs the smallest expected number of observations under both hypotheses.
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| Tag | SXR93CAP1R |
|---|---|
| URI | m2://SXR93CAP1R |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62L10, 62F03 |
| Specializes | Statistical hypothesis test |
| Same as |
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