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Sharpening the Boundaries of the Sequential Probability Ratio Test

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.

Identiferoai:union.ndltd.org:WKU/oai:digitalcommons.wku.edu:theses-2171
Date01 May 2012
CreatorsKrantz, Elizabeth
PublisherTopSCHOLAR®
Source SetsWestern Kentucky University Theses
Detected LanguageEnglish
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SourceMasters Theses & Specialist Projects

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