Likelihood divergence statistics for testing hypotheses in familial data

被引:2
|
作者
Hobza, T
Molina, I
Morales, D
机构
[1] Miguel Hernandez Univ Elche, Ctr Operat Res, Elche, Spain
[2] Czech Tech Univ, Dept Math, CR-16635 Prague, Czech Republic
关键词
Renyi divergence; likelihood divergence statistics; testing composite hypotheses; familial data; intraclass correlation coefficients;
D O I
10.1081/STA-120018193
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Renyi Statistics, for testing composite hypotheses in parametric models, are defined as Renyi divergences between unrestricted and restricted estimated joint probability density functions. This family of statistics is proposed to test the equality of intraclass correlation coefficients in multivariate normal familial data. When maximum likelihood estimators are used, asymptotic distributions of test statistics under null hypothesis ate obtained. Renyi statistics are compared with the likelihood ratio test statistic in terms of sizes and powers.
引用
收藏
页码:415 / 434
页数:20
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