A Procedure for Truncating SPRT's
Richard Madsen · Journal of the American Statistical Association · 1974
Various methods have been used to find truncated SPRT's. The approach used here is to find the exact distribution of the sum of random variables and to treat the SPRT problem as a Markov chain with absorbing barriers. Exact and approximate formulas are given for the average sample number and for the error probabilities. Monte Carlo simulation shows this approach to be an improvement over that suggested by Anderson [1] when testing for the mean of a normal distribution. The present approach is general and applies to other distributions as well.