SPRT's for the Normal Correlation Coefficient
正态相关系数的序贯概率比检验
Hypothesis tests for the correlation coefficient of a bivariate normal distribution are investigated. Some tests using reductions of the data that are not invariantly sufficient were proposed by Kowalski on the grounds that the mathematical properties may be worked out, which is not possible when using sequential probability ratio tests (SPRT's) based on successive invariantly sufficient statistics. These latter tests may be derived from Cox's theorem or from maximal…