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Speed of convergence of the distribution of the likelihood ratio statistic

โœ Scribed by A. I. Sakhanenko; V. E. Mosyagin


Book ID
112450415
Publisher
SP MAIK Nauka/Interperiodica
Year
1978
Tongue
English
Weight
476 KB
Volume
18
Category
Article
ISSN
0037-4466

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Approximating the Non-Null Distribution
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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