Accession Number : AD0706710

Title :   AN EXAMINATION OF THE WALD STOPPING BOUNDS FOR THE SEQUENTIAL PROBABILITY RATIO TEST.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Gavlak,Michael William

Report Date : APR 1970

Pagination or Media Count : 96

Abstract : An examination of the Wald stopping bounds for the Sequential Probability Ratio Test (SPRT) is made by comparing results obtained from Monte Carlo simulations of sequential sampling tests with results obtained using Wald formulations. Operating Characteristic, ASN, and V(N) values are presented for test sampling from each of eight Binomial, 14 Exponential, and 24 Normal distributions. An extensive bibliography of references associated with SPRT is included. (Author)

Descriptors :   (*STATISTICAL TESTS, DECISION THEORY), (*SEQUENTIAL ANALYSIS, SAMPLING), MONTE CARLO METHOD, ANALYSIS OF VARIANCE, PROBABILITY DENSITY FUNCTIONS, STATISTICAL DISTRIBUTIONS, COMPUTER PROGRAMS, SIMULATION, THESES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE