ON DISTRIBUTION OF LOG LIKELIHOOD RATIO TEST STATISTIC WHEN TRUE PARAMETER IS NEAR BOUNDARIES OF HYPOTHESIS REGIONS

被引：46

作者：

FEDER, PI

机构：

来源：

ANNALS OF MATHEMATICAL STATISTICS | 1968年 / 39卷 / 06期

关键词：

D O I：

10.1214/aoms/1177698032

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：2044 / &

共 8 条

[1] ON THE DISTRIBUTION OF THE LIKELIHOOD RATIO [J].

CHERNOFF, H .

ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (03) :573-578

[2]

COX DR, 1962, J ROY STAT SOC B, V24, P406

[3]

FEDER PI, 23 STANF U DEP STAT

[4]

GNEDENKO BV, LIMIT THEOREMS SUMS

[5] ON A GENERAL CONCEPT OF IN PROBABILITY [J].

PRATT, JW .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02) :549-558

[6] THE LAGRANGIAN MULTIPLIER TEST [J].

SILVEY, SD .

ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02) :389-407

Wald, Abraham .

Wilks, SS .

ANNALS OF MATHEMATICAL STATISTICS, 1938, 9 :60-62