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Sequential Probability Ratio Test

The best known procedure in sequential testing is
the Seque14tial Probability Ratio Test
(SPRT) developed by A. Wald discussed below.
SUppose we 'want to test the hypothesis, H 0 :
= 0against the alternative hypothesis, H1 :.
= 1 for a distribution with p.d.f. j(x, ) For any
positive integer m, the likelihood function of a
sample XI' Xz, , X", from the
population with p.d.f:j(x, ) is given by