关于似然比检验的Bartlett调整的一个注记

A Note on Bartlett Adjustments to Likelihood Ratio Tests

Biometrika · 1986
被引 4
ABS 4

中文导读

利用似然比统计量的不变性,质疑其零分布展开中某些项的有效性,提出Bartlett调整后的检验零分布以n为样本量时误差阶为n的负3/2次方的卡方分布作为参考。

Abstract

The invariance properties of the likelihood ratio statistic are used to question the validity of certain terms arising in the expansion of its null distribution. It is suggested that the null distribution of Bartlett adjusted tests is the appropriate reference chi-squared distribution with error of order n−3/2, where n is the sample size.

统计学计量经济学假设检验似然比检验