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seminars:stat:181115 [2018/09/03 17:52] – created qyuseminars:stat:181115 [2018/09/03 17:52] (current) – qyu
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
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 +^  **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  |
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 +<WRAP centeralign>**Abstract**</WRAP>
 +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.
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