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...

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Bibliographic Details
Main Authors: Dongdong Xiang, Xiaolong Pu, Lei Wang, Yan Li
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2012/538342

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