m x am rm decision

X~N(u,100) 1 48.91669 18.62155 127.4699 48.91669 continue

2 47.65278 61.12155 169.9699 96.56947 continue
HO: u = 40 3 38.44272 103.6216 212.4699 135.0122 continue
H1: u = 45 4 51.87907 146.1216 254.9699 186.8913 continue
5 40.59589 188.6216 297.4699 227.4871 continue
6 38.19288 231.1216 339.9699 265.68 continue
alpha= 0.01 7 39.39262 273.6216 382.4699 305.0726 continue
beta= 0.3 8 48.89509 316.1216 424.9699 353.9677 continue
9 41.81878 358.6216 467.4699 395.7865 continue
A= 70 10 50.388 401.1216 509.9699 446.1745 continue
B= 0.30303 11 33.03278 443.6216 552.4699 479.2073 continue
12 31.60732 486.1216 594.9699 510.8146 continue
13 58.65328 528.6216 637.4699 569.4679 continue
lnA= 4.248495
14 27.24561 571.1216 679.9699 596.7135 continue
LnB= -1.19392 15 48.8226 613.6216 722.4699 645.5361 continue
16 42.76229 656.1216 764.9699 688.2984 continue
17 31.2101 698.6216 807.4699 719.5085 continue
18 46.86035 741.1216 849.9699 766.3688 continue
19 57.26648 783.6216 892.4699 823.6353 continue
20 45.51285 826.1216 934.9699 869.1482 continue
21 45.41958 868.6216 977.4699 914.5678 continue
22 38.30861 911.1216 1019.97 952.8764 continue
23 31.2337 953.6216 1062.47 984.1101 continue
24 35.77205 996.1216 1104.97 1019.882 continue
25 38.68542 1038.622 1147.47 1058.568 continue
26 41.3416 1081.122 1189.97 1099.909 continue
27 29.8017 1123.622 1232.47 1129.711 continue
28 37.10874 1166.122 1274.97 1166.82 continue
29 46.04534 1208.622 1317.47 1212.865 continue
30 44.3967 1251.122 1359.97 1257.262 continue
31 31.80584 1293.622 1402.47 1289.067 accept HO

SPRT
1600

1400

1200

1000

800

600

400

200

0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31

am rm sum(xi)
 h(𝜇) L(𝜇) E(Z) ASN
30 5 1 -0.625 1.910276
31 4.6 1 -0.575 2.076387
32 4.2 1 -0.525 2.274138
33 3.8 1 -0.475 2.51352
34 3.4 0.999999 -0.425 2.809223
35 3 0.999997 -0.375 3.183752
36 2.6 0.999985 -0.325 3.673352
37 2.2 0.999919 -0.275 4.339934
38 1.8 0.999578 -0.225 5.296122
39 1.4 0.997878 -0.175 6.756435
40 1 0.99 -0.125 9.115986
41 0.6 0.958441 -0.075 12.9032
42 0.2 0.863078 -0.025 17.94938
43 -0.2 0.679747 0.025 21.96118
44 -0.6 0.468228 0.075 22.66941
45 -1 0.3 0.125 20.92616
46 -1.4 0.187568 0.175 18.44385
47 -1.8 0.116544 0.225 16.06316
48 -2.2 0.072316 0.275 14.0179
49 -2.6 0.04486 0.325 12.32108
50 -3 0.027826 0.375 10.92547

ASN
25

20

15
ASN

10

0
30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
u

OC function
1.2

0.8

0.6
L(𝜇)

0.4

0.2

0
30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
𝜇
X~bin(1,theta)
m x am rm decision
1 0 -4.07133 2.791085 0 continue
2 0 -3.85252 3.009901 0 continue
H0: Theta= 0.15
3 0 -3.6337 3.228716 0 continue
H1:Theta= 0.3
4 0 -3.41489 3.447532 0 continue
5 0 -3.19607 3.666348 0 continue
alpha= 0.1
6 0 -2.97725 3.885164 0 continue
beta= 0.02
7 1 -2.75844 4.10398 1 continue
8 0 -2.53962 4.322796 1 continue
A= 9.8 9 0 -2.32081 4.541612 1 continue
B= 0.022222 10 0 -2.10199 4.760427 1 continue
11 0 -1.88317 4.979243 1 continue
LnA= 2.282382 12 0 -1.66436 5.198059 1 continue
LnB= -3.80666 13 0 -1.44554 5.416875 1 continue
14 0 -1.22673 5.635691 1 continue
ln(1-theta1/1-theta0) -0.19416 15 0 -1.00791 5.854507 1 continue
ln(theta1/theta0) 0.693147 16 0 -0.78909 6.073323 1 continue
17 0 -0.57028 6.292139 1 continue
18 1 -0.35146 6.510954 2 continue
19 0 -0.13265 6.72977 2 continue
20 0 0.086169 6.948586 2 continue
21 0 0.304985 7.167402 2 continue
22 0 0.5238 7.386218 2 continue
23 0 0.742616 7.605034 2 continue
24 0 0.961432 7.82385 2 continue
25 0 1.180248 8.042665 2 continue
26 0 1.399064 8.261481 2 continue
27 0 1.61788 8.480297 2 continue
28 0 1.836696 8.699113 2 continue
29 1 2.055512 8.917929 3 continue
30 0 2.274327 9.136745 3 continue
31 1 2.493143 9.355561 4 continue
32 0 2.711959 9.574376 4 continue
33 0 2.930775 9.793192 4 continue
34 1 3.149591 10.01201 5 continue
35 0 3.368407 10.23082 5 continue
36 0 3.587223 10.44964 5 continue
37 1 3.806038 10.66846 6 continue
38 0 4.024854 10.88727 6 continue
39 0 4.24367 11.10609 6 continue
40 0 4.462486 11.3249 6 continue
41 0 4.681302 11.54372 6 continue
42 0 4.900118 11.76254 6 continue
43 0 5.118934 11.98135 6 continue
44 0 5.337749 12.20017 6 continue
45 0 5.556565 12.41898 6 continue
46 0 5.775381 12.6378 6 continue
47 0 5.994197 12.85661 6 continue
48 0 6.213013 13.07543 6 accept HO
 ASN
80
70
60
50
ASN

40
30
20
10
0

Theta

SPRT
Theta h L(theta) ASN 14
0.096875 2 0.989593 34.59652 12
0.106205 1.8 0.983581 37.09644 10
0.116177 1.6 0.974113 40.06784 8
0.1268 1.4 0.959238 43.58422 6
0.138076 1.2 0.935984 47.69435 4
0.15 1 0.9 52.37029 2
0.162564 0.8 0.845407 57.40694 0
0.175751 0.6 0.765578 62.26578 -2 1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47
0.189542 0.4 0.6561 65.9341 -4
0.203908 0.2 0.520489 67.04633 -6
0.234228 -0.2 0.243091 58.65882
am rm sum(xi)
0.250102 -0.4 0.143115 50.82646
0.266389 -0.6 0.077994 42.81898
0.28304 -0.8 0.040225 35.75353 OC function
0.3 -1 0.02 29.9938
1.2
0.317215 -1.2 0.009714 25.4637
0.334628 -1.4 0.00465 21.93511 1
0.352184 -1.6 0.002205 19.17351 0.8
L(theta)

0.369826 -1.8 0.00104 16.98649 0.6

0.3875 -2 0.000489 15.22915
0.4

0.2
BERR 0
0.15

0.3
0.096875
0.106204616
0.116177382
0.126800451
0.138075832

0.162563605
0.175751306
0.189541731
0.203907578
0.2342283
0.250101813
0.266389166
0.283039676

0.317214963
0.334628395
0.352183964
0.369825953
0.3875

Theta

L(theta)
m am rm x (x-µ)^2 Σ(x-µ)^2 decision
1 -3790.4 4696.539 40.22616 95.52794 95.52794 continue
2 -3678.83 4808.111 51.83979 3.384842 98.91278 continue
3 -3567.26 4919.683 36.03425 195.0421 293.9548 continue
4 -3455.69 5031.255 54.24636 18.03159 311.9864 continue
5 -3344.11 5142.826 39.84024 103.2207 415.2072 continue
6 -3232.54 5254.398 57.46145 55.67322 470.8804 continue
7 -3120.97 5365.97 56.13006 37.57767 508.4581 continue
8 -3009.4 5477.542 55.23356 27.39017 535.8482 continue
9 -2897.83 5589.113 65.77464 248.8393 784.6875 continue
10 -2786.25 5700.685 42.10505 62.33021 847.0177 continue
11 -2674.68 5812.257 50.61199 0.374529 847.3922 continue
12 -2563.11 5923.829 45.49011 20.3391 867.7313 continue
13 -2451.54 6035.401 63.08031 171.0944 1038.826 continue
14 -2339.97 6146.972 41.5331 71.68832 1110.514 continue
15 -2228.4 6258.544 57.97354 63.57734 1174.091 continue
16 -2116.82 6370.116 48.19288 3.265684 1177.357 continue
17 -2005.25 6481.688 45.44518 20.74636 1198.103 continue
18 -1893.68 6593.259 51.45515 2.11745 1200.221 continue
19 -1782.11 6704.831 48.92043 1.165472 1201.386 continue
20 -1670.54 6816.403 46.59422 11.59937 1212.986 continue
21 -1558.97 6927.975 37.09757 166.4728 1379.459 continue
22 -1447.39 7039.547 40.55153 89.27354 1468.732 continue
23 -1335.82 7151.118 54.88835 23.89599 1492.628 continue
24 -1224.25 7262.69 58.36119 69.90949 1562.538 continue
25 -1112.68 7374.262 47.37732 6.878428 1569.416 continue
26 -1001.11 7485.834 52.79011 7.784735 1577.201 continue
27 -889.535 7597.405 33.15602 283.7196 1860.92 continue
28 -777.963 7708.977 55.58691 31.21359 1892.134 continue
29 -666.391 7820.549 54.78087 22.85674 1914.991 continue
30 -554.819 7932.121 54.80234 23.06244 1938.053 continue
31 -443.248 8043.693 67.71123 313.6876 2251.741 continue
32 -331.676 8155.264 55.38329 28.97979 2280.72 continue
33 -220.104 8266.836 26.75168 540.4845 2821.205 continue
34 -108.532 8378.408 42.0338 63.46028 2884.665 continue
35 3.039478 8489.98 52.08311 4.339333 2889.005 continue
36 114.6113 8601.551 32.37622 310.5976 3199.602 continue
37 226.183 8713.123 69.51248 380.7369 3580.339 continue
38 337.7548 8824.695 56.70725 44.98721 3625.326 continue
39 449.3266 8936.267 55.15565 26.58075 3651.907 continue
40 560.8984 9047.839 49.99579 1.77E-05 3651.907 continue
41 672.4701 9159.41 43.80705 38.35268 3690.26 continue
42 784.0419 9270.982 51.95116 3.807032 3694.067 continue
43 895.6137 9382.554 61.55536 133.5263 3827.593 continue
44 1007.185 9494.126 52.40634 5.790477 3833.383 continue
45 1118.757 9605.697 41.70052 68.88137 3902.265 continue
46 1230.329 9717.269 56.7485 45.5422 3947.807 continue
47 1341.901 9828.841 49.82136 0.031911 3947.839 continue
48 1453.473 9940.413 38.36824 135.2977 4083.137 continue
49 1565.044 10051.98 39.12194 118.3321 4201.469 continue
50 1676.616 10163.56 48.56263 2.066019 4203.535 continue
51 1788.188 10275.13 57.53948 56.84381 4260.379 continue
52 1899.76 10386.7 53.50811 12.30687 4272.686 continue
53 2011.331 10498.27 41.45732 72.97737 4345.663 continue
54 2122.903 10609.84 47.89109 4.447516 4350.11 continue
55 2234.475 10721.42 51.11113 1.234609 4351.345 continue
56 2346.047 10832.99 60.44723 109.1446 4460.49 continue
57 2457.619 10944.56 41.34773 74.86183 4535.351 continue
58 2569.19 11056.13 60.9377 119.6332 4654.985 continue
59 2680.762 11167.7 58.7304 76.21986 4731.205 continue
60 2792.334 11279.27 49.97667 0.000544 4731.205 continue
61 2903.906 11390.85 40.65267 87.37261 4818.578 continue
62 3015.477 11502.42 47.90595 4.385065 4822.963 continue
63 3127.049 11613.99 60.25896 105.2463 4928.209 continue
64 3238.621 11725.56 54.87715 23.78663 4951.996 continue
65 3350.193 11837.13 49.29985 0.490212 4952.486 continue
66 3461.765 11948.7 52.93755 8.629225 4961.115 continue
67 3573.336 12060.28 67.65638 311.7479 5272.863 continue
68 3684.908 12171.85 44.25861 32.96356 5305.827 continue
69 3796.48 12283.42 54.68334 21.93368 5327.76 continue
70 3908.052 12394.99 52.13864 4.573793 5332.334 continue
71 4019.623 12506.56 50.83212 0.692423 5333.027 continue
72 4131.195 12618.14 46.14889 14.83103 5347.858 continue
73 4242.767 12729.71 49.20626 0.630021 5348.488 continue
74 4354.339 12841.28 42.86506 50.90738 5399.395 continue
75 4465.911 12952.85 51.56269 2.442012 5401.837 continue
76 4577.482 13064.42 40.67159 87.01931 5488.856 continue
77 4689.054 13175.99 53.18046 10.11531 5498.972 continue
78 4800.626 13287.57 57.17646 51.50156 5550.473 continue
79 4912.198 13399.14 45.39166 21.23681 5571.71 continue
80 5023.769 13510.71 63.7185 188.1972 5759.907 continue
81 5135.341 13622.28 43.09214 47.71856 5807.626 continue
82 5246.913 13733.85 54.85993 23.61892 5831.245 continue
83 5358.485 13845.42 44.96022 25.39941 5856.644 continue
84 5470.056 13957 47.18841 7.905034 5864.549 continue
85 5581.628 14068.57 49.20396 0.633672 5865.183 continue
86 5693.2 14180.14 44.2225 33.37947 5898.562 continue
87 5804.772 14291.71 37.72437 150.6911 6049.253 continue
88 5916.344 14403.28 34.61662 236.6482 6285.902 continue
89 6027.915 14514.86 54.42452 19.57639 6305.478 continue
90 6139.487 14626.43 53.13945 9.85615 6315.334 continue
91 6251.059 14738 47.55191 5.993129 6321.327 continue
accept
92 6362.631 14849.57 56.11529 37.39683 6358.724 Ho

X~N(50,sigmasquare) α 0.01
β 0.02

LnA a 98
LnB b 0.020202
σ0^2 100
σ1^2 125
 SPRT
20000

15000

10000

5000

0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65 67 69 71 73 75 77 79 81 83 85 87 89 91
-5000

am rm Σ(x-µ)^2

sigma sq h l(sq) E(z) Avg sample

90.0000 2.0000 0.9999 -0.0216 180.8423
91.8863 1.8000 0.9997 -0.0197 198.1036
93.8276 1.6000 0.9993 -0.0177 219.5903
95.8257 1.4000 0.9984 -0.0157 246.9308
97.8825 1.2000 0.9960 -0.0137 282.5333
100.0000 1.0000 0.9900 -0.0116 329.8632
102.1802 0.8000 0.9756 -0.0094 393.3999
104.4253 0.6000 0.9419 -0.0071 477.0276
106.7374 0.4000 0.8694 -0.0048 577.8379
109.1188 0.2000 0.7349 -0.0025 673.4305
114.0989 -0.2000 0.3367 0.0025 683.4136
116.7026 -0.4000 0.1825 0.0051 591.6617
119.3855 -0.6000 0.0906 0.0078 488.3483
122.1504 -0.8000 0.0430 0.0106 398.9124
125.0000 -1.0000 0.0200 0.0134 328.8021
127.9373 -1.2000 0.0092 0.0164 275.3795
130.9652 -1.4000 0.0042 0.0194 234.5652
134.0870 -1.6000 0.0019 0.0225 202.9067
137.3058 -1.8000 0.0009 0.0257 177.8741
140.6250 -2.0000 0.0004 0.0291 157.6935
 ASN curve
800.0000
700.0000
600.0000
sample size

500.0000
400.0000
300.0000
200.0000
100.0000
0.0000

variance

l(sq)
1.2000

1.0000

0.8000

0.6000

0.4000

0.2000

0.0000

Normal sigma
X~exp(theta) m am rm y(u(0,1)) ln(1-y) ,-Ln(1-y)/5 decision
1 -0.2939 0.8047 0.811304 -1.6676 0.3335 0.3335 continue
H0: theta= 5 2 -0.0385 1.0601 0.688833 -1.1674 0.2335 0.5670 continue
H1:theta= 3 3 0.2169 1.3155 0.184088 -0.2034 0.0407 0.6077 continue
4 0.4723 1.5710 0.640339 -1.0226 0.2045 0.8122 continue
alpha= 0.1 5 0.7278 1.8264 0.968535 -3.4589 0.6918 1.5040 continue
beta = 0.3 6 0.9832 2.0818 0.824366 -1.7394 0.3479 1.8519 continue
7 1.2386 2.3372 0.442061 -0.5835 0.1167 1.9686 continue
A= 3 8 1.4940 2.5926 0.413709 -0.5339 0.1068 2.0754 continue
B= 0.333333 9 1.7494 2.8480 0.383312 -0.4834 0.0967 2.1720 continue
10 2.0048 3.1034 0.24427 -0.2801 0.0560 2.2280 continue
LnA= 1.098612 11 2.2602 3.3588 0.582049 -0.8724 0.1745 2.4025 continue
LnB= -1.09861 12 2.5156 3.6143 0.616962 -0.9596 0.1919 2.5945 continue
13 2.7711 3.8697 0.437208 -0.5748 0.1150 2.7094 accept H0

SPRT
4.5000
4.0000
3.5000
3.0000
2.5000
2.0000
1.5000
1.0000
0.5000
0.0000
-0.5000 1 2 3 4 5 6 7 8 9 10 11 12 13
-1.0000

am rm

ASN
6.0000
average sample size

5.0000
4.0000
3.0000
2.0000
1.0000
0.0000
3.3458
3.5288

5.9873

9.1912
2.2500
2.3873
2.5308
2.6807
2.8371
3.0000
3.1696

3.7186
4.1186
4.3288
4.5458
4.7696
5.0000
5.2371
5.4807
5.7308

6.2500
6.5189
6.7938
7.0745
7.3610
7.6531
7.9505
8.2532
8.5610
8.8737

9.5132
9.8395

theta

avg sample
 theta h l(theta) E(Z) avg sample
2.2500 -2.0000 0.1000 0.3781 2.3247
2.3873 -1.8000 0.1216 0.3270 2.5431
2.5308 -1.6000 0.1471 0.2794 2.7751
2.6807 -1.4000 0.1768 0.2352 3.0185
2.8371 -1.2000 0.2111 0.1941 3.2700
3.0000 -1.0000 0.2500 0.1558 3.5248
3.1696 -0.8000 0.2934 0.1202 3.7772
3.3458 -0.6000 0.3409 0.0869 4.0206
3.5288 -0.4000 0.3919 0.0559 4.2476
3.7186 -0.2000 0.4453 0.0270 4.4513
4.1186 0.2000 0.5547 -0.0252 4.7650
4.3288 0.4000 0.6081 -0.0488 4.8676
4.5458 0.6000 0.6591 -0.0709 4.9324
4.7696 0.8000 0.7066 -0.0915 4.9610
5.0000 1.0000 0.7500 -0.1108 4.9565
5.2371 1.2000 0.7889 -0.1289 4.9234
5.4807 1.4000 0.8232 -0.1459 4.8668
5.7308 1.6000 0.8529 -0.1618 4.7918
5.9873 1.8000 0.8784 -0.1768 4.7033
exp 6.2500 2.0000 0.9000 -0.1908 4.6057
6.5189 2.2000 0.9181 -0.2040 4.5028
6.7938 2.4000 0.9332 -0.2164 4.3976
7.0745 2.6000 0.9456 -0.2281 4.2924
7.3610 2.8000 0.9559 -0.2391 4.1891
7.6531 3.0000 0.9643 -0.2495 4.0889
7.9505 3.2000 0.9711 -0.2593 3.9926
8.2532 3.4000 0.9767 -0.2685 3.9010
8.5610 3.6000 0.9812 -0.2772 3.8141
8.8737 3.8000 0.9849 -0.2854 3.7322
9.1912 4.0000 0.9878 -0.2932 3.6553
9.5132 4.2000 0.9902 -0.3006 3.5831
9.8395 4.4000 0.9921 -0.3076 3.5156

OC curve
1.2000
1.0000
L(THETA)

0.8000
0.6000
0.4000
0.2000
0.0000
4.5458

8.2532
8.5610
2.2500
2.3873
2.5308
2.6807
2.8371
3.0000
3.1696
3.3458
3.5288
3.7186
4.1186
4.3288

4.7696
5.0000
5.2371
5.4807
5.7308
5.9873
6.2500
6.5189
6.7938
7.0745
7.3610
7.6531
7.9505

8.8737
9.1912
9.5132
9.8395

theta

l(theta)
X~poisson(THETA)
m x am rm decision
1 15 15 3.8168 33.3179 continue
H0: THETA=15
2 18 33 21.1971 50.6982 continue
H1: THETA=20
3 19 52 38.5774 68.0785 continue
alpha= 0.01 4 17 69 55.9577 85.4588 continue
beta= 0.02 5 13 82 73.3380 102.8391 continue
6 13 95 90.7183 120.2194 continue
A= 98 7 10 105 108.0986 137.5997 accept H0
B= 0.020202

lnA= 4.584967
lnB= -3.90197

SPRT test
160.0000
140.0000
120.0000
100.0000
80.0000
60.0000
40.0000
20.0000
0.0000
15 33 52 69 82 95 105

am rm sum(xi)

OC function
1.2000

1.0000

0.8000
L(THETA)

0.6000

0.4000

0.2000

0.0000

theta
 Avg sample
14.0000
12.0000
10.0000
8.0000
ASN

6.0000
4.0000
2.0000
0.0000

THETA

theta h l(theta) E(Z) Avg sample

12.8571 2.0000 0.9999 -1.3012 2.9980
13.2669 1.8000 0.9997 -1.1833 3.2956
13.6861 1.6000 0.9993 -1.0628 3.6664
14.1146 1.4000 0.9984 -0.9395 4.1387
14.5526 1.2000 0.9960 -0.8135 4.7544
15.0000 1.0000 0.9900 -0.6848 5.5743
15.4569 0.8000 0.9756 -0.5533 6.6773
15.9234 0.6000 0.9419 -0.4191 8.1340
16.3995 0.4000 0.8694 -0.2822 9.9002
16.8851 0.2000 0.7349 -0.1425 11.5957
17.8851 -0.2000 0.3367 0.1452 11.8927
18.3995 -0.4000 0.1825 0.2932 10.3538
18.9234 -0.6000 0.0906 0.4439 8.5955
19.4569 -0.8000 0.0430 0.5974 7.0637
20.0000 -1.0000 0.0200 0.7536 5.8585
20.5526 -1.2000 0.0092 0.9126 4.9383 poisson