A BARTLETT-TYPE ADJUSTMENT FOR THE LIKELIHOOD RATIO STATISTIC WITH AN ORDERED ALTERNATIVE

被引：4
|
作者：
WANG, YZ [1 ]
机构：
[1] UNIV MISSOURI,DEPT STAT,COLUMBIA,MO 65201
来源：
STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 05期
关键词：
BARTLETT ADJUSTMENT; CHI-BAR-SQUARED DISTRIBUTION; LIKELIHOOD RATIO TEST STATISTIC; ORDERED HYPOTHESIS;
D O I：
10.1016/0167-7152(94)90125-2
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：
For testing the equality of normal variances with an increasing alternative, under the null hypothesis the likelihood ratio test statistic is asymptotically distributed as a mixture of chi-squared distributions. In this paper a Bartlett-type adjustment is proposed to improve the approximation of the null distribution of the likelihood ratio test statistic with an ordered alternative.
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页码：347 / 352
页数：6
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