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seminars:stat:181115

Statistics Seminar

Department of Mathematical Sciences

DATE: | Thursday, November 15, 2018 |
---|---|

TIME: | 1:15pm – 2:15pm |

LOCATION: | WH 100E |

SPEAKER: | Li, Kexuan, Binghamton University |

TITLE: | A proof of optimality of the Sequential Probability Ratio Test |

**Abstract**

We present a proof that Wald's (1947) Sequential Probability Ratio Test for simple hypotheses delivers the smallest possible expected sample size under either hypothesis among all reasonable tests with fixed type I and type II error probabilities.

seminars/stat/181115.txt · Last modified: 2018/09/03 13:52 by qyu

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