Termination Probability of Sequential Probability Ratio Test Using Modified Rank Set Sampling
by
Muhammad S. Abu Salih
Dept.of Statistics, Yarmouk University,IRBID,JORDAN
Coauthors: Helu,Amal.Dept.of Mathematics,Jordan University,AMMAN,JORDAN

Abstract

In this paper, a type of problem that lies outside the scope of the exponential family, is considered.

For real valued Zi's with density 1/σ exp[- (z-μ)/σ] h(z-μ), where h(z)=1 or 0, according as z>0 or z<_ 0,and where one value of σ is tested against another , Sequential Probability Ratio Test (SPRT) is defined for the case of Modified Rank Set Sampling(MRSS).We use mxm as size of the cycle, and k the number of cycles. A simplified expression of the test statistic is derived. Using such an expression, we prove that for every distribution of the Zi with unbounded support, P(mK>mk) is exponentially bounded, which implies termination with probability 1. Comparison between the means of stopping sample sizes using simple random sampling and MRSS is done through simulation.

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Date received: February 17, 2007