Adjusted Versus Conditional Likelihood: Power Properties and Bartlett-Type Adjustment
研究了在邻近备择假设下,调整似然比检验与条件似然比检验在第三阶比较中具有相同的功效性质,并发现调整似然比统计量可进行Bartlett型调整。
SUMMARY Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same power properties as the conditional likelihood ratio test up to the third order of comparison. In particular, an optimum property of the ALR test in terms of second-order local maximinity follows. It is also seen that the ALR statistic admits a Bartlett-type adjustment.