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Use of the Likelihood Ratio Test on the Uniform Distribution

✍ Scribed by Mohamed M. Shoukri


Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
161 KB
Volume
24
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

✦ Synopsis


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 likelihood ratio statistic for testing the equality of scale parameters of k independent Exponential populations.


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There was an error in Hansen (1992). I am very grateful to James Hamilton for pointing out the error. Equations ( 2) and (3) in the original read where Q ( a ) is a mean zero Gaussian process with covariance function K(ai, a21 = E(q;(ai)~i(ad). While equation ( 2) is correct, (3) is not. Instead,