Department of Mathematical Sciences
|DATE:||Thursday, November 15, 2018|
|TIME:||1:15pm – 2:15pm|
|SPEAKER:||Li, Kexuan, Binghamton University|
|TITLE:||A proof of optimality of the Sequential Probability Ratio Test|
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.