论文信息 - A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test

A Note on the Limiting Relative Efficiency of the Wald Sequential Probability Ratio Test

Abstract The efficiency (measured in terms of ratio of average sample size to fixed sample size) of the Wald sequential probability ratio test relative to the best competing fixed sample procedure for testing H 0:θ = θ0 versus H 1:θ = θ1 (θ0 0) this limiting relative efficiency is equal to (θ1 – θ0)/(4|θ1+θ0 − 2θ|). The practical implications of this result are discussed.

R. Bechhofer

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