Abstract
We begin by recalling the Neyman-Pearson Lemma for testing a simple hypothesis against a simple alternative. Let x denote a (discrete or continuous) random variable (or vector) with probability density function f.
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© 1985 Springer Science+Business Media New York
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Siegmund, D. (1985). The Sequential Probability Ratio Test. In: Sequential Analysis. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-1862-1_2
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DOI: https://doi.org/10.1007/978-1-4757-1862-1_2
Publisher Name: Springer, New York, NY
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