REPEATED LIKELIHOOD RATIO TESTS
成果类型：
Article
署名作者：
WOODROOFE, M
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1979
页码：
453463
关键词：
摘要：
The actual significance level which results from performing repeated likelihood ratio tests over time was studied. A general method is presented for estimating the actual significance level when sampling from an exponential family, and applied to problems of testing hypotheses about means, variance, correlations and failure rates. Results confirm and extend earlier results that the actual significance level may exceed the nominal one by several times.