Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses
نویسندگان
چکیده
منابع مشابه
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 conditions. Moreover, its stopping boundaries are constants and can be easily determined using the provid...
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In many real world problems, it is difficult to precisely specify probability distributions. Our models for data may involve unknown parameters or other characteristics. Here are a few motivating examples. Example: Unknown amplitudes/delays in wireless communications. We don't always know how many relays a signal will go through, how strong the signal will be at each receiver, the distance betw...
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In this paper, we consider the problem of testing two separate families of hypotheses via a generalization of the sequential probability ratio test. In particular, the generalized likelihood ratio statistic is considered and the stopping rule is the first boundary crossing of the generalized likelihood ratio statistic. We show that this sequential test is asymptotically optimal in the sense tha...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2012
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2012/538342