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
Use of the Likelihood Ratio Test on the Uniform Distribution
β Scribed by Mohamed M. Shoukri
- Publisher
- John Wiley and Sons
- Year
- 1982
- Tongue
- English
- Weight
- 161 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0323-3847
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β¦ 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.
π SIMILAR VOLUMES
This paper considers the exact distribution of the Xz index of dispersion and -2 log (likelihood ratio) tests for t,he hypothesis of homogeneity of c independent samples from a common binomial population. The exact significance levels and power of these tests under 'logit' alternatives are compared
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,