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Approximating the Non-Null Distribution of the Likelihood Ratio Test Statistic

✍ Scribed by Prof. H. B. Lawal

Publisher: John Wiley and Sons
Year: 1992
Tongue: English
Weight: 381 KB
Volume: 34
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710340408

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✦ Synopsis

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. Our results show that the two parameter gamma distribution provides a closer approximation to the exact powers of G'. A randomized procedure was employed to obtain critical values based on loo0 simulated samples.

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