Transformations with Improved Chi-Squared Approximations
โ Scribed by Yasunori Fujikoshi
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 157 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
โฆ Synopsis
Suppose that a nonnegative statistic T is asymptotically distributed as a chisquared distribution with f degrees of freedom, / 2 f , as a positive number n tends to infinity. Bartlett correction T was originally proposed so that its mean is coincident with the one of / 2 f up to the order O(n &1 ). For log-likelihood ratio statistics, many authors have shown that the Bartlett corrections are asymptotically distributed as / 2 f up to O(n &1 ), or with errors of terms of O(n &2 ). Bartlett-type corrections are an extension of Bartlett corrections to other statistics than log-likelihood ratio statistics. These corrections have been constructed by using their asymptotic expansions up to O(n &1 ). The purpose of the present paper is to propose some monotone transformations so that the first two moments of transformed statistics are coincident with the ones of / 2 f up to O(n &1 ). It may be noted that the proposed transformations can be applied to a wide class of statistics whether their asymptotic expansions are available or not. A numerical study of some test statistics that are not a log-likelihood ratio statistic is discribed. It is shown that the proposed transformations of these statistics give a larger improvement to the chi-squared approximation than do the Bartlett corrections. Further, it is seen that the proposed approximations are comparable with the approximation based on an Edgeworth expansion.
๐ SIMILAR VOLUMES
An iterative scheme is developed which can be zLsed either to identify a linear system from samples of its input and output or to construct a rational z-transform approximation to a desired sequence of sample data points e.g. an imq.&ae reaponee. The method is an improvement over an earlier one deve