ON THE LEVEL-ERROR AFTER BARTLETT ADJUSTMENT OF THE LIKELIHOOD RATIO STATISTIC

成果类型:
Note
署名作者:
BARNDORFFNIELSEN, OE
署名单位:
Australian National University
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
DOI:
10.2307/2336188
发表日期:
1988
页码:
374378
关键词:
摘要:
It is well known that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n-1 to order n-3/2. In the present note we show that level-error of the adjusted statistic is actually order n-2.