Readme.md

sprt --- Wald's Sequential Probability Ratio Test

Installation

pip install sprt

Class

Distribution	Python Constructor
Binomial	SPRTBinomial
Normal	SPRTNormal
Poisson	SPRTPoisson

Example

Wald's sequential probability ratio test

import sprt as sprt
import numpy as np

test = sprt.SPRTNormal(alpha = 0.05, beta = 0.2, h0 = 0, h1 = 1, 
values = np.random.normal(0, 1, 10), 
variance = 1)

Obtain the boundary plot

# Show plot
test.plot()

Docs

Reference

Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses". Annals of Mathematical Statistics. 16 (2): 117–186.