🌙

调整似然比与条件似然比:功效性质与Bartlett型调整

Adjusted Versus Conditional Likelihood: Power Properties and Bartlett-Type Adjustment

Journal of the Royal Statistical Society. Series B: Statistical Methodology · 1994
被引 10
ABS 4

中文导读

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。

Abstract

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.

计量经济学统计学假设检验似然比检验