Termination Probability of Sequential Probability Ratio Test Using Modified Rank Set Sampling

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  In this paper,a type of problem that lies outside the scope of the exponential family,is considered.For real valued Zis with density 1/σexp[-(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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