Abstract
Abstract This paper examines “conjugate pairs” of points on the OC curve of a Wald Sequential Probability Ratio Test (SPRT). Such pairs are shown to exist for certain classes of SPRT's. For these classes, every point on the OC curve is a member of exactly one such pair. The well-known optimality property of a SPRT, which states that no other test of equal size and power (at the defining values of the parameter) can have a smaller expected sample size for either of the defining values, is extended to each conjugate pair. The OC curve is shown to be obtainable in a simple way, without the necessity of a parametric representation, by use of this notion of conjugate pairs.
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