A LARGE DEVIATION-TYPE APPROXIMATION FOR THE BOX CLASS OF LIKELIHOOD RATIO CRITERIA

• 成果类型: Article
• 署名作者: JENSEN, JL
• 刊物名称: JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
• ISSN/ISSBN: 0162-1459
• DOI: 10.2307/2290590
• 发表日期: 1991
• 页码: 437-440
• 关键词: STATISTICS

摘要

For a large class of tests related to the multivariate normal distribution a number of approximations to the distribution of the log-likelihood ratio statistic are discussed. Some of the approximations require the use of a small personal computer for their calculation, but this pays off in terms of giving very accurate approximations. Actually, one of the approximations, based on the use of a conjugate distribution, works well for all sample sizes and all significance levels.