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Likelihood as Approximate Pivotal Distribution

✍ Scribed by D. V. Hinkley


Book ID
124289133
Publisher
Oxford University Press
Year
1980
Tongue
English
Weight
545 KB
Volume
67
Category
Article
ISSN
0006-3444

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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