What does SPRT mean in Mathematics?
This page is about the meanings of the acronym/abbreviation/shorthand SPRT in the Academic & Science field in general and in the Mathematics terminology in particular.
Sequential Probability Ratio Test
Statistical procedure invented by Abraham Wald
Submitted by paul8539 on January 11, 2008
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Definition
What does SPRT mean?
- Sequential probability ratio test
- The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald and later proven to be optimal by Wald and Jacob Wolfowitz. Neyman and Pearson's 1933 result inspired Wald to reformulate it as a sequential analysis problem. The Neyman-Pearson lemma, by contrast, offers a rule of thumb for when all the data is collected (and its likelihood ratio known). While originally developed for use in quality control studies in the realm of manufacturing, SPRT has been formulated for use in the computerized testing of human examinees as a termination criterion.
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"SPRT." Abbreviations.com. STANDS4 LLC, 2024. Web. 9 Sep. 2024. <https://www.abbreviations.com/term/511016>.
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