On the exact distribution of the likelihood ratio criterion for testing
作者:
Anita Singh,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1980)
卷期:
Volume 9,
issue 6
页码: 611-619
ISSN:0361-0918
年代: 1980
DOI:10.1080/03610918008812178
出版商: Marcel Dekker, Inc.
关键词: exact null distribution;likelihood ratio criterion;Meijer's G-function;Mellin Integral transform;asymptotic distribution;tables of percent-ate points
数据来源: Taylor
摘要:
The exact null distribution of the likelihood ratio criter- 2 ion for testing the hypothesis H: y = y~; z = a I, a unknown and UQ a given known vector against the alternative A =f H in a p-vari- ate normal population N (y,z) has been derived in the form of Meijer's G-function using mellin integral transform and also in a chisquare series form. Asymptotic behavior of the distribution of -2 log L has also been discussed. Percentage points for p=2(l)10for various level of significance and various degrees of freedom have been computed, but only selected tables have been presented in this paper.
点击下载:
PDF (200KB)
返 回