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10. Sequential Probability Ratio Tests

  • Javier Rojo
Open Access
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

Abstract

Since the distribution of \(\sum(X_i - \bar{X})^{2/\sigma^2}\) does not depend on ξ or σ, the probability \(P\{\sum(X_i - \bar{X})^2 \geqq C|\xi, \sigma\}\) is independent of ξ and increases with σ, so that the conditions of Corollary 5 are satisfied.

Keywords

Error Probability Powerful Test Auxiliary Problem Probability Ratio Sequential Probability Ratio Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.Rice UniversityHoustonUSA

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