Sequential Tests for Exponential Populations and Poisson Processes

Gus Haggstrom

Expert InsightsPublished 1979

Sequential probability ratio tests of hypotheses about the mean of a negative exponential distribution are closely related to SPRTs of hypotheses about the parameter of a Poisson process. In both cases exact, but computationally intractable, formulas, exist for the operating characteristics and average sample size functions of the tests. This study provides (1) a unified treatment of the two testing problems, (2) readily calculated approximations for the OC and average sample size functions of the tests, and (3) tables of the exact values of these functions for certain specifications of the error probabilities.

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Haggstrom, Gus, Sequential Tests for Exponential Populations and Poisson Processes. Santa Monica, CA: RAND Corporation, 1979. https://www.rand.org/pubs/papers/P6336.html.
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