Abstract
We consider a sequence of independent observations from a standard skew normal distribution with the shape parameter For testing the null hypothesis versus Neyman-Pearson lemma provides a uniformly most powerful (UMP) test with a fixed sample size. In this paper, we adapt Wald’s sequential probability ratio test for testing such hypotheses with the sample size being a random variable with the specified Type I and Type II errors. Approximations for the operating characteristic (OC) and average sample number (ASN) functions are derived. Simulations are conducted to indicate the performance of the proposed test under different scenarios. A real example is given to illustrate the testing process.
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