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Approximating the distribution of Greenwood's statistic

โœ Scribed by R.J.M.M. Does; R. Helmers; C.A.J. Klaassen


Book ID
115224946
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
489 KB
Volume
42
Category
Article
ISSN
0039-0402

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Approximating the Non-Null Distribution
โœ Prof. H. B. Lawal ๐Ÿ“‚ Article ๐Ÿ“… 1992 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 381 KB ๐Ÿ‘ 3 views

This paper is concerned with investigation into the behavior of the likelihood ratio test statistic G2 when the alternative hypothesis M ( Q ) is the true model. Exact moments of G2 are computed empirically and three approximations are considered for approximating the non-null distribution of G2. Ou