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

<table>Comparison of ESS curves under the SPRT, the 2-SPRT, and the DGLRT for Case <a href="https://static.hindawi.com/articles/mpe/volume-2012/538342/figures/#casee3">3</a>: <svg height="14.75" id="M186" style="vertical-align:-3.25793pt" version="1.1" viewbox="0 0 40.987499 14.75" width="40.987499" xmlns="http://www.w3.org/2000/svg">
<g transform="matrix(1.25,0,0,-1.25,0,14.75)">
<g transform="translate(72,-60.2)">
<text transform="matrix(1,0,0,-1,-71.95,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝜃</tspan>
</text>
<text transform="matrix(1,0,0,-1,-65.9,60.37)">
<tspan style="font-size: 8.75px; " x="0" y="0">0</tspan>
</text>
<text transform="matrix(1,0,0,-1,-57.55,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">=</tspan>
<tspan style="font-size: 12.50px; " x="12.027886" y="0">0</tspan>
</text>
</g>
</g>
</svg> and <svg height="14.6" id="M187" style="vertical-align:-3.13504pt" version="1.1" viewbox="0 0 40.987499 14.6" width="40.987499" xmlns="http://www.w3.org/2000/svg">
<g transform="matrix(1.25,0,0,-1.25,0,14.6)">
<g transform="translate(72,-60.32)">
<text transform="matrix(1,0,0,-1,-71.95,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">𝜃</tspan>
</text>
<text transform="matrix(1,0,0,-1,-65.9,60.37)">
<tspan style="font-size: 8.75px; " x="0" y="0">1</tspan>
</text>
<text transform="matrix(1,0,0,-1,-57.55,63.5)">
<tspan style="font-size: 12.50px; " x="0" y="0">=</tspan>
<tspan style="font-size: 12.50px; " x="12.027886" y="0">1</tspan>
</text>
</g>
</g>
</svg> for the nonlinear time series (<a href="https://static.hindawi.com/articles/mpe/volume-2012/538342/figures/#EEq3">2.2</a>).</table>

Mathematical Problems in Engineering

fig3

Figure 3

Figure 3: Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses 