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Mathematical Problems in Engineering
Volume 2012, Article ID 538342, 11 pages
Research Article

Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses

School of Finance and Statistics, East China Normal University, Shanghai 200241, China

Received 19 January 2012; Revised 26 March 2012; Accepted 20 April 2012

Academic Editor: Ming Li

Copyright © 2012 Dongdong Xiang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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 provided searching algorithm. According to the simulation studies, the DGLRT has less overall expected sample sizes and less relative mean index (RMI) values in comparison with the sequential probability ratio test (SPRT) and double sequential probability ratio test (2-SPRT). To illustrate the application of it, a real manufacturing data are analyzed.