关于似然比统计量Bartlett调整后的水平误差阶数

On the Level-Error After Bartlett Adjustment of the Likelihood Ratio Statistic

Biometrika · 1988
被引 103
ABS 4

中文导读

本文证明Bartlett调整后的似然比统计量的水平误差阶数实际为n^{-2},而非此前认为的n^{-3/2},对统计推断的精度分析有参考价值。

Abstract

It is well that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n−1 to order n−3/2. In the present note we show that level-error of the adjusted statistic is actually order n−2.

计量经济学统计学假设检验