Sequential probability ratio test

"SPRT" redirects here. For standard platinum resistance thermometers, see resistance thermometer.

The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald[1] and later proven to be optimal by Wald and Jacob Wolfowitz.[2] Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known).

While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion.[3][4][5]

  1. ^ Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses". Annals of Mathematical Statistics. 16 (2): 117–186. doi:10.1214/aoms/1177731118. JSTOR 2235829.
  2. ^ Wald, A.; Wolfowitz, J. (1948). "Optimum Character of the Sequential Probability Ratio Test". The Annals of Mathematical Statistics. 19 (3): 326–339. doi:10.1214/aoms/1177730197. JSTOR 2235638.
  3. ^ Ferguson, Richard L. (1969). The development, implementation, and evaluation of a computer-assisted branched test for a program of individually prescribed instruction. Unpublished doctoral dissertation, University of Pittsburgh.
  4. ^ Reckase, M. D. (1983). A procedure for decision making using tailored testing. In D. J. Weiss (Ed.), New horizons in testing: Latent trait theory and computerized adaptive testing (pp. 237-254). New York: Academic Press.
  5. ^ Eggen, T. J. H. M. (1999). "Item Selection in Adaptive Testing with the Sequential Probability Ratio Test". Applied Psychological Measurement. 23 (3): 249–261. doi:10.1177/01466219922031365. S2CID 120780131.