Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses
We propose the degenerate-generalized likelihood ratio test (DGLRT) for one-sided composite hypotheses in 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 condit...
Main Authors: | Dongdong Xiang, Xiaolong Pu, Lei Wang, Yan Li |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2012-01-01
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Series: | Mathematical Problems in Engineering |
Online Access: | http://dx.doi.org/10.1155/2012/538342 |
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