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Wald 序贯概率比检验的最优性与操作特性曲线AI 解读

This paper examines “conjugate pairs” of points on the OC curve of a Wald Sequential Probability Ratio Test (SPRT). Such pairs are shown to exist for certain classes of SPRT's. For these classes, every point on the OC curve is a member of exactly one such pair. The well-known optimality property of a SPRT, which states that no other test of equal size and power (at the defining values of the parameter) can have a smaller expected sample size for either of the defining…

Wald 序贯概率比检验的最优性与操作特性曲线AI 解读

This paper examines “conjugate pairs” of points on the OC curve of a Wald Sequential Probability Ratio Test (SPRT). Such pairs are shown to exist for certain classes of SPRT's. For these classes, every point on the OC curve is a member of exactly one such pair. The well-known optimality property of a SPRT, which states that no other test of equal size and power (at the defining values of the parameter) can have a smaller expected sample size for either of the defining…