Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2015, Issue 2015 (31 Dec. 2015), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2015-03-26
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
We propose the weighted expected sample size (WESS) to evaluate the overall performance on the indifference-zones for three composite hypotheses’ testing problem.
Based on minimizing the WESS to control the expected sample sizes, a new sequential test is developed by utilizing two double sequential weighted probability ratio tests (2-SWPRTs) simultaneously.
It is proven that the proposed test has a finite stopping time and is asymptotically optimal in the sense of asymptotically minimizing not only the expected sample size but also any positive moment of the stopping time on the indifference-zones under some mild conditions.
Simulation studies illustrate that the proposed test has the smallest WESS and relative mean index (RMI) compared with Sobel-Wald and Whitehead-Brunier tests.
American Psychological Association (APA)
Wang, Lei& Pu, Xiaolong& Li, Yan. 2015. Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses. Mathematical Problems in Engineering،Vol. 2015, no. 2015, pp.1-8.
https://search.emarefa.net/detail/BIM-1073587
Modern Language Association (MLA)
Wang, Lei…[et al.]. Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses. Mathematical Problems in Engineering No. 2015 (2015), pp.1-8.
https://search.emarefa.net/detail/BIM-1073587
American Medical Association (AMA)
Wang, Lei& Pu, Xiaolong& Li, Yan. Asymptotic Optimality of Combined Double Sequential Weighted Probability Ratio Test for Three Composite Hypotheses. Mathematical Problems in Engineering. 2015. Vol. 2015, no. 2015, pp.1-8.
https://search.emarefa.net/detail/BIM-1073587
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1073587