1990/06/01 by Graham Pollard · 2 citations
Mathematics · Decision Sciences · Computer Science · #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #Bayesian Modeling and Causal Inference #Mathematics #Set (abstract data type) #Binomial (polynomial) #Type I and type II errors #Sequential probability ratio test #Type (biology) #Binomial distribution #Statistics #Function (biology) #Applied mathematics #Sample (material) #Discrete mathematics #Computer science
paper · doi:10.1111/j.1467-842x.1990.tb01012.x
openalex publication_date 1990/06/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/05/21
Summary This paper gives a method for decomposing many sequential probability ratio tests into smaller independent components called “modules”. A function of some characteristics of modules can be used to determine the asymptotically most efficient of a set of statistical tests in which a, the probability of type I error equals β, the probability of type II error. The same test is seen also to give the asymptotically most efficient of the corresponding set of tests in which a is not equal to β. The “module” method is used to give an explanation for the super‐efficiency of the play‐the‐winner and play‐the‐loser rules in two‐sample binomial sampling. An example showing how complex cases can be analysed numerically using this method is also given.