The likelihood ratio criterion and the asymptotic expansion of its distribution
作者： Takesi Hayakawa
DOI: 10.1007/BF02532797
关键词:
摘要: Asymptotic expansion of the distribution likelihood ratio criterion (LRC) for testing a composite hypothesis is derived under null and correction factor ρ which makes term order 1/n in asymptotic it vanish obtained. The problem extended to case general Pitman's local alternatives. LRC simple studied fixed alternative.
springer.com
sci-hub.se 参考文章(12)
Kridhnaiah, C Jack, T.C. Lee, P.R. Chang, On the Distribution of the Likelihood Ratio Test Statistic for Compound Symmetry. South African Statistical Journal. ,vol. 10, pp. 49- 62 ,(1975)
Roger R. Davidson, William E. Lever, THE LIMITING DISTRIBUTION OF THE LIKELIHOOD RATIO STATISTIC UNDER A CLASS OF LOCAL ALTERNATIVES. ,(1967)
Yasunori Fujikoshi, Asymptotic expansions of the distributions of test statistics in multivariate analysis Journal of Science of the Hiroshima University, Series A-I (Mathematics). ,vol. 34, pp. 73- 144 ,(1970) , 10.32917/HMJ/1206138381
H. B. Mann, A. Wald, On Stochastic Limit and Order Relationships Annals of Mathematical Statistics. ,vol. 14, pp. 217- 226 ,(1943) , 10.1214/AOMS/1177731415
Nariaki Sugiura, Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix Annals of Mathematical Statistics. ,vol. 40, pp. 2051- 2063 ,(1969) , 10.1214/AOMS/1177697285
S. S. Wilks, The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses Annals of Mathematical Statistics. ,vol. 9, pp. 60- 62 ,(1938) , 10.1214/AOMS/1177732360
Nariaki Sugiura, Yasunori Fujikoshi, Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence Annals of Mathematical Statistics. ,vol. 40, pp. 942- 952 ,(1969) , 10.1214/AOMS/1177697599
D. N. LAWLEY, A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA Biometrika. ,vol. 43, pp. 295- 303 ,(1956) , 10.1093/BIOMET/43.3-4.295
T. HAYAKAWA, The likelihood ratio criterion for a composite hypothesis under a local alternative Biometrika. ,vol. 62, pp. 451- 460 ,(1975) , 10.1093/BIOMET/62.2.451
H. W. PEERS, Likelihood ratio and associated test criteria Biometrika. ,vol. 58, pp. 577- 587 ,(1971) , 10.1093/BIOMET/58.3.577