Computation of Some Exact Properties of Wald's Sprt when Sampling from a Class of Discrete Distributions

Abstract

Abstract An algorithm is developed for determining exact values of the Operating Characteristic and Average Sample Number functions for Wald's Sequential Probability Ratio Test (SPRT) when observations are drawn from a discrete, Koopman‐Darmois density with positive probability on the nonnegative integers. The sample size distribution and percentiles of sample size are also considered. An example is given for the negative binomial distribution.

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