The Non-Null Distribution of the Likelihood Ratio Criterion for Testing the Hypothesis That the Covariance Matrix Is Diagonal
โ Scribed by A. M. Mathai and W. Y. Tan
- Book ID
- 115056728
- Publisher
- John Wiley and Sons
- Year
- 1977
- Tongue
- French
- Weight
- 337 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3315085
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
I n this paper the exact distribution function of VOTAW's likelihood ratio criterion L has been obtained in the form of an infinite series by applying MELLIN'S transformation on the moments and then by using the asymptotic expansion for log r(s + h). The author has actually calculated the values of
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