##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 |
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**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.