Sharpening the Boundaries of the Sequential Probability Ratio Test

<p>In this thesis, we present an introduction to Wald’s Sequential Probability Ratio Test (SPRT) for binary outcomes. Previous researchers have investigated ways to modify the stopping boundaries that reduce the expected sample size for the test. In this research, we investigate ways to further improve these boundaries. For a given maximum allowable sample size, we develop a method intended to generate all possible sets of boundaries. We then find the one set of boundaries that minimizes the maximum expected sample size while still preserving the nominal error rates. Once the satisfying boundaries have been created, we present the results of simulation studies conducted on these boundaries as a means for analyzing both the expected number of observations and the amount of variability in the sample size required to make a decision in the test.</p>

Name thesis:degree_name

Master of Science

Discipline thesis:degree_discipline

Department of Mathematics and Computer Science

Year

2012

Author dc:creator

• Krantz, Elizabeth

Contributors dc:contributor

• Dr. melanie Autin (Director), Dr. David Neal, Dr. Ngoc Nguyen

• sequential testing
• hypothesis testing
• Statistics and Probability

Repository record dc:identifier

https://digitalcommons.wku.edu/theses/1169

OAI identifier oai:identifier

oai:digitalcommons.wku.edu:theses-2171