Sequential probability ratio test
id:
sequential-probability-ratio-test-284-434804
title:
Sequential probability ratio test
text:
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected. While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in t
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wiki
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encyclopedia
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original url:
https://en.wikipedia.org/wiki/Sequential_probability_ratio_test
date created:
date modified:
2023-01-04T11:36:31Z
main entity:
{"identifier":"Q2271882","url":"https://www.wikidata.org/entity/Q2271882"}
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13
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