On a likelihood ratio test for independence
✍ Scribed by Jérôme Allaire; Yves Lepage
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 49 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-7152
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📜 SIMILAR VOLUMES
Bounds are obtained on the limiting size of the nominal level- \(\alpha\) likelihood ratio test of independence in a \(r \times c\) contingency table. The situations considered include sampling with both marginal totals random and with one margin fixed. Upper and lower bounds are obtained. The limit
A particular class of tests for the principal components of a scatter matrix \(\Sigma\) is proposed. In the simplest case one wants to test whether a given vector is an eigenvector of \(\Sigma\) corresponding to its largest eigenvalue. The test statistics are likelihood ratio statistics for the clas