A presentation of relationships for the conditional probability distributions of the stage at which tests of sequential hypotheses terminate. These probability distributions permit study of sequential tests in which the boundaries are functions of the sample number. The authors are particularly concerned with tests with convergent boundaries, and investigate a set of boundaries which approach those of a truncated Wald test. Approximate expressions for the expected sample number and probabilities of error are obtained for the tests considered. The obtained approximations apply best for gently tapering slopes. Extensions of the method apply in evaluating various ad hoc schemes for truncating tests and to the theory of tests with a varying parameter. (See also RM-4338-PR.)
This report is part of the RAND Corporation research memorandum series. The Research Memorandum was a product of the RAND Corporation from 1948 to 1973 that represented working papers meant to report current results of RAND research to appropriate audiences.
Permission is given to duplicate this electronic document for personal use only, as long as it is unaltered and complete. Copies may not be duplicated for commercial purposes. Unauthorized posting of RAND PDFs to a non-RAND Web site is prohibited. RAND PDFs are protected under copyright law. For information on reprint and linking permissions, please visit the RAND Permissions page.
The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.