We propose the degenerate-generalized likelihood ratio test DGLRT for one-sided composite\r\nhypotheses in cases of independent and dependent observations. The theoretical results show\r\nthat the DGLRT has controlled error probabilities and stops sampling with probability 1 under\r\nsome regularity conditions. Moreover, its stopping boundaries are constants and can be easily\r\ndetermined using the provided searching algorithm. According to the simulation studies, the\r\nDGLRT has less overall expected sample sizes and less relative mean index RMI values in\r\ncomparison with the sequential probability ratio test SPRT and double sequential probability\r\nratio test 2-SPRT. To illustrate the application of it, a real manufacturing data are analyzed.
Loading....