Likelihood Ratio Test for DiscriminaGon Between Two Models with Unknown Location and Scale Parameters
作者:
Robert Dumonceaux,
CharlesE. Antle,
Gerald Haas,
期刊:
Technometrics
(Taylor Available online 1973)
卷期:
Volume 15,
issue 1
页码: 19-27
ISSN:0040-1706
年代: 1973
DOI:10.1080/00401706.1973.10489007
出版商: Taylor & Francis Group
关键词: Likelihood Ratio Test;Model Discrimination;Nuisance Parameter
数据来源: Taylor
摘要:
The problem of selecting a model from two models with unknown location and scale parameters is considered. It is noted that the distribution of the ratio of maximum likelihoods does not depend upon the values of the nuisance location and scale parameters. Consequently, this ratio provides a convenient (and hopefully powerful) test for discriminating between two location and scale parameter models when the parameters are unknown.
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