修正符号对数似然比

Modified Signed Log Likelihood Ratio

Biometrika · 1991
被引 20
ABS 4

中文导读

提出修正符号对数似然比r*,使其渐近服从标准正态分布且误差阶为O(n^{-3/2}),给出更直接的推导和u的显式表达式,并讨论其与Lugannani-Rice近似的关系及在残差分析中的应用。

Abstract

The signed log likelihood ratio r for a one-dimensional interest parameter can be modified as r* = r + r−1 log (u/r) so that r* is asymptotically standard normally distributed with error of order O(n−/32;), u being interpretable as a test statistic. A new, more direct derivation of this result is given, which leads to a more explicit expression for u and provides a better handle on the error term. The relation of the tail area approximation determined by r* to a generalization of the Lugannani-Rice approximation is discussed, and the applicability of r* to the analysis of residual variation is indicated.

统计学假设检验似然比检验渐近理论