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 |
Externí odkaz: |