On Cumulative Sum Procedures and the Sprt with Applications
Journal of the Royal Statistical Society Series B (Statistical Methodology)Published 1 September 1984
Rasul A. Khan
Citations27
SJR quartileQ1
SJR score3.31
SNIP2.48
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Abstract
SUMMARY Both one-sided and two-sided cumulative sum procedures of Page (1954) are shown to be closely related to a sequential probability ratio test (SPRT). The generating functions (Laplace transforms) of cumulative sum procedures are found in terms of the generating functions of a certain SPRT. An example is discussed and some applications are given.
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Decision SciencesMathematics
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