Sequential probability ratio tests based on grouped observations
Karl-Heinz Eger, Evgeny Borisovich Tsoy · 2007
This paper deals with sequential likelihood ratio tests based on grouped observations. It is demonstrated that the method of conjugated parameter pairs known from the non-grouped case can be extended to the grouped case obtaining Waldlike approximations -for the OC- and ASN-function. For near hypotheses so-called F-optimal groupings are recommended. As example an SPRT based on grouped observations for the parameter of an exponentially distributed random variable is considered.