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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.

 

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