Sequential probability ratio test
Hypothesis test in mathematics
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem.
Nº Q2271882 ★
Común · Historia
Sequential probability ratio test
Hypothesis test in mathematics
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem.
En Wikipedia
Texto en inglés Aún no hay artículo en tu idioma: extracto en inglés.
The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion.
Texto: Wikipedia en inglés, CC BY-SA 4.0. ·
Cartas cercanas
-
Prueba χ² de Pearson
Nº Q2336256 ★★★
Sin ofertas
-
P
Prueba de Wald
Nº Q748664 ★
Sin ofertas
-
P
Prueba de Bartlett
Prueba estadística
Nº Q809441 ★
Sin ofertas
-
L
Likelihood-ratio test
Statistical test used for comparing the goodness of fit of two statistical models
Nº Q585740 ★★
Sin ofertas
-
S
Sitting-rising test
Clinical test for mortality risk
Nº Q17125409 ★
Sin ofertas
-
T
Test de primalidad AKS
Nº Q294284 ★★
Sin ofertas