Approximating the Non-Null Distribution
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Prof. H. B. Lawal
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Article
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1992
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John Wiley and Sons
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English
โ 381 KB
๐ 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