Has anyone worked with Sequential Probability Ratio Test (SPRT) in Mathematica.
I have this SPRT which looks at a BernoulliDistribution (see below) for successes out of trials.
My application is comparing means of two distributions and to determine if I should accept or reject a hypothesis.
I am having a hard time working out it out for my application, a PoissonDistribution and comparing the means. What I am looking to do is, if I keep taking data every minute from a sensor (sensor reading 120 cpm for exmaple), I want to be able to know if it is over a threshold or is it background using SPRT.
Here is the notebook for the Bernoulli process using BernoulliDistributions. I started with this article: "The Sequential Probability Ratio Test" Phil, Robert L. (1998)