Sequential Probabilistic Ratio Test for the Scale Parameter of the P-Norm Distribution

We consider a series of independent observations from a P-norm distribution with the position parameter μ and the scale parameter σ. We test the simple hypothesis H0:σ=σ1 versus H1: σ=σ2. Firstly, we give the stop rule and decision rule of sequential probabilistic ratio test (SPRT). Secondly, we pro...

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Bibliographic Details
Main Authors: Huan Ren, Hongchang Hu, Zhen Zeng
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/9922435