کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152533 | 958290 | 2011 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Improved additive adjustments for the LR/ELR test statistics
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
The Bartlett adjustment, being a simple adjustment through division by the expected value of the test statistic, is commonly used as a general statistical tool to reduce the error of the chi-squared approximation of parametric/empirical likelihood ratio (LR/ELR) test statistic. In this paper, some improved test statistics in the additive forms are presented, whose errors of the chi-squared approximation are o(Nâ1), as in the case of the traditional multiplicative Bartlett adjustment, where N is the sample size. By deriving the Nâ1-difference of the power functions of two tests under a sequence of local alternatives, it is shown that none of several adjustments of the LR/ELR test statistic is uniformly superior. The results are numerically illustrated on specific examples.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 8, August 2011, Pages 1245-1255
Journal: Statistics & Probability Letters - Volume 81, Issue 8, August 2011, Pages 1245-1255
نویسندگان
Yoshihide Kakizawa,