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Competitive Stats
Q48Section I (Objective (Q1–Q80))48 of 80

SPRT rejection region — normal mean

Let f(x;θ)=12πe−(x−θ)22; −∞<x<∞,−∞<θ<∞f(x;\theta)=\dfrac1{\sqrt{2\pi}}e^{-\frac{(x-\theta)^2}2};\ -\infty<x<\infty, -\infty<\theta<\infty. The sequential probability ratio test is used for testing H0:θ=θ0H_0:\theta=\theta_0 against H1:θ=θ1(>θ0)H_1:\theta=\theta_1(>\theta_0). Then we reject H0H_0 if:

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