Sequential probabilistic ratio test for the scale parameter of the P-norm distribution

DOI10.1155/2021/9922435MaRDI QIDQ2046987zbMATH OpenOpenAlexFDO

Authors Huan Ren, Zhen Zeng, Hongchang Hu

Publication date 19 August 2021

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2021/9922435

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Sequential statistical analysis (62L10)

Review text

Summary: We consider a series of independent observations from a \(P\)-norm distribution with the position parameter \(\mu\) and the scale parameter \(\sigma\). We test the simple hypothesis \(H_0:\sigma= \sigma_1\) versus \(H_1:\sigma= \sigma_2\). Firstly, we give the stop rule and decision rule of sequential probabilistic ratio test (SPRT). Secondly, we prove the existence of \(h(\sigma)\) which needs to satisfy the specific situation in SPRT method, and the approximate formula of the mean sample function is derived. Finally, a simulation example is given. The simulation shows that the ratio of sample size required by SPRT and the classic Neyman-Pearson (N-P) test is about 50.92\% at most, 38.30\% at least.

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Cited in

(3)

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