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Science Forum Index » Space - Consult Forum » Wald's Sequential Probability Ratio Test
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| econstatsguy |
 Posted: Mon Jan 08, 2007 2:56 am |
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I am looking at the use of Wald's Sequential Probability Ratio Test in
Satisitical Process Control. I wonder if any other members have an
interest in this topic. To begin with a basic question, in most
applications the SPRT is used in a recursive manner, with a
time-additive decision rule. Does this presuppose statistical
independence or absence of autocorrelation in the data -or how is it
justified? I can post some more details and links if there is interest. |
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