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Asymptotic power comparison of the chi-square and likelihood ratio tests

โœ Scribed by Kenneth H. Sutrick


Publisher
Springer Japan
Year
1986
Tongue
English
Weight
410 KB
Volume
38
Category
Article
ISSN
0020-3157

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On the Power Function of the Likelihood
โœ Dulal Kumar Bhaumik; Sanat K. Sarka ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 77 KB

We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix G decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.