A Simple Geometric Proof of the Optimality of the Sequential Probability Ratio Test for Symmetric Bernoulli Hypotheses

Chirag Pabbaraju, Gregory Valiant, Rishi Verma

This paper revisits the classical problem of determining the bias of a weighted coin, where the bias is known to be either $p=1/2+\epsilon$ or $p=1/2-\epsilon$, while…