The distribution of the likelihood ratio for additive processes
โ Scribed by Patrick L. Brockett; William N. Hudson; Howard G. Tucker
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 474 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract In this article we give a simple procedure to determine the exact distribution of the likelihood ratio test of a statistical hypothesis regarding the parameter of the uniform distribution. The resulting distribution will be shown to serve as an approximation to the distribution of the l
In this paper we derive computable expressions for the likelihood ratio for Gaussian processes with a discrete two-dimensional parameter domain (for instance, an image). A general formula for the likelihood ratio can be easily derived, but becomes inefficient if the number of elements in the paramet
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