THE MODIFIED SIGNED LIKELIHOOD STATISTIC AND SADDLEPOINT APPROXIMATIONS

被引：47

作者：

JENSEN, JL

机构：

来源：

BIOMETRIKA | 1992年 / 79卷 / 04期

关键词：

APPROXIMATELY SIMILAR TEST; FISHER-BEHRENS PROBLEM; LARGE DEVIATION; MODIFIED LIKELIHOOD RATIO STATISTIC; UNIFORM ASYMPTOTIC EXPANSION;

D O I：

10.2307/2337225

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

For a number of tests in exponential families we show that the use of a normal approximation to the modified signed likelihood ratio statistic r* is equivalent to the use of a saddlepoint approximation. This is also true in a large deviation region where the signed likelihood ratio statistic r is of order square-root n.

引用

页码：693 / 703

页数：11

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