By Topic

On a direct method of analysis and synthesis of the SPRT

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)

The behavior of the sequential probability ratio test (SPRT) can be described using four performance measures, i.e., the probabilities of both types of error \alpha _{0}, \alpha _{1} , and the average test lengths (or sample sizes) E_{0}, E_{1} for the given decision problem. Whereas Bayes optimality of the SPRT is well-known from the work of Wald and Wolfowitz, there is no method to evaluate the performance measures except for Wald's approximations. We present a method to evaluate the performance measures given the thresholds of the SPRT.

Published in:

Information Theory, IEEE Transactions on  (Volume:28 ,  Issue: 6 )