BS2 Statistical Inference - Lecture 14
The sequential probability ratio test
This lecture describes the basic ideas behind the sequential probability test, and describes applications of this test to performance monitoring.
For this particular topic I will strongly recommend Silvey's book on Statistical Inference from (1975). There is an excellent chapter on the SPRT.
Overheads
Links
David Spiegelhalter's article on performance monitoring with the SPRT:
Spiegelhalter DJ, Kinsman R, Grigg O and T Treasure T (2003) Risk-adjusted sequential probability ratio tests: applications to Bristol, Shipman, and adult cardiac surgery. International J Quality in Health Care, 15, 7-13 [download]
Last updated: Monday, 29 November 2004 12:48. Steffen L. Lauritzen