probability ratio test

probability ratio test

[‚präb·ə′bil·əd·ē ′rā·shō ‚test]
(statistics)
Testing a simple hypothesis against a simple alternative by using the ratio of the probability of each simple event under the alternative to the probability of the event under the hypothesis.
References in periodicals archive ?
standard as a probability ratio test that avoids the Conjunction
I use the Wald's Sequential Probability Ratio Test (SPRT) to help determine the number of periods needed and the costs involved.
he applied the result of Wald and Wolfowitz (1948) to conclude that there is a unique class of optimally efficient uniformats, given by the Sequential Probability Ratio Test, and that it is {[W.
1948) Optimum character of the sequential probability ratio test.
1990) A method for determining the asymptotic efficiency of some sequential probability ratio tests.
roughly) equivalent to the application of the sequential probability ratio test in reverse" (Johnson, 1961).
Foundational to these sampling plans and control charts is the sequential probability ratio test which makes possible such evaluations after each observation.
The calibrator provides precision measurement and simulation of sequential probability ratio tests, portable remote terminals, and a range of industrial resistance-temperature detectors, along with ANSI and international thermocouple types.
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