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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