Abstract
The invariant sequential probability ratio test used in testing for a difference between the means of two Gaussian populations is set up. The error probabilities for this test are effectively constant over a rich class of data-dependent allocation rules. The additional risk, average sample number plus (γ - 1) timss the expected number of observations to the inferior population, for γ ≥ 1, is introduced and the optimal allocation rule is found for the continuous-time analogue to this problem. Analytical results show this rule to be asymptotically optimal in discrete time, and simulations indicate its near optimal performance for the finite case.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 359-369 |
| Number of pages | 11 |
| Journal | Biometrika |
| Volume | 62 |
| Issue number | 2 |
| DOIs | |
| State | Published - Aug 1975 |
| Externally published | Yes |
Keywords
- Clinical trials
- Optimal allocation of observations
- Sequential design of experiments
- Two-population hypothesis tests
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Agricultural and Biological Sciences (miscellaneous)
- General Agricultural and Biological Sciences
- Statistics, Probability and Uncertainty
- Applied Mathematics
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