Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
type: Item
instance of: scholarly article
title: Degenerate-generalized likelihood ratio test for one-sided composite hypotheses
zbMATH Open document ID: 1264.62011
DOI: 10.1155/2012/538342
author: Dongdong Xiang
author: Lei Wang
author: Yan Li
author: Xiaolong Pu
published in: Mathematical Problems in Engineering
publication date: 2013-06-11T00:00:00Z
review text: Summary: We propose a degenerate generalized likelihood ratio test (DGLRT) for one-sided composite hypotheses in the cases of independent and dependent observations. The theoretical results show that the DGLRT has controlled error probabilities and stops sampling with probability 1 under some regularity conditions. Moreover, its stopping boundaries are constants and can be easily determined using the provided searching algorithm. According to the simulation studies, the DGLRT has less overall expected sample sizes and less relative mean index (RMI) values in comparison with the sequential probability ratio test (SPRT) and double sequential probability ratio test (2-SPRT). To illustrate the applications of it, real manufacturing data are analyzed.
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62C25
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 6173370
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/538342
OpenAlex ID: W2136139422
Wikidata QID: Q58912059
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description: scientific article; zbMATH DE number 6173370