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.

引用

页码：347 / 352

页数：6

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