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The operating characteristic (OC) and average sample number (ASN) of the sequential probability ratio test (SPRT) and multi-hypothesis SPRT (MSPRT) are studied. We consider the case where the observation sequence is independent but not necessarily identically distributed. Also, the thresholds for the test can be time varying. Based on the governing equations for OC and ASN of the SPRT developed in...
The characteristics and behavior of Wald's sequential probability ratio test are revealed by two important functions — operating characteristic (OC) and average sample number (ASN). These two functions have been studied extensively under the assumption of independent and identically distributed (i.i.d.) log-likelihood ratios, which is too stringent for many applications. This paper relaxes the requirement...
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