Asymptotic power comparison of the chi-square and likelihood ratio tests

Autor: Kenneth H. Sutrick
Rok vydání: 1986
Předmět:
Zdroj: Annals of the Institute of Statistical Mathematics. 38:503-511
ISSN: 1572-9052
0020-3157
Popis: A Hoeffding-type power comparison is made between the likelihood ratio and chi-square tests for a simple hypothesis in a multinomial. The power comparison is based on the fact that under an alternative hypothesis the distribution of the test statistic can be approximated by a normal distribution. The theory of large deviations is used to match the significance levels.
Databáze: OpenAIRE