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This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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Activity Number: 283
Type: Contributed
Date/Time: Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Education
Abstract - #304043
Title: R in the Classroom: Exploring the Sequential Probability Ratio Test for Normal Data
Author(s): Philip Wong*+ and Roanna Gee and Bruce E. Trumbo
Companies: AAA NCNU and California State University, East Bay and California State University, East Bay
Address: 100 Van Ness Ave, San Francisco, CA, 94102,
Keywords: sequential test ; SPRT ; expected sample size ; simulation ; R software ; pedagogy
Abstract:

A presentation of Wald's sequential probability ratio test for normal data with simulation in R, suitable for a class project or presentation at the upper division undergraduate or first year graduate level. Simulation allows computation of true Type I and II error probabilities and expected sample sizes based on various target values for error probabilities. Graphs of simulated traces of running means. Exploration of maximum sample size stopping rules.

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Revised September, 2008