Modified signed log likelihood ratio

摘要: SUMMARY The signed log likelihood ratio r for a one-dimensional interest parameter can be modified as r* = + r-' (u/r) so that is asymptotically standard normally distributed with error of order O(n-3/2), u being interpretable test statistic. A new, more direct derivation this result given, which leads to explicit expression and provides better handle on the term. relation tail area approximation determined by generalization Lugannani-Rice discussed, applicability analysis residual variation indicated.