Title: Likelihood ratio and associated test criteria
Abstract: A more accurate approximation is derived for the power function of the likelihood ratio criterion for testing a simple null hypothesis against a class of composite alternative hypotheses. Two rival test statistics suggested by Rao (1965) and asymptotically equivalent to the likelihood ratio procedure are examined and approximations are obtained to their distributions under the null and alternative hypotheses. Comparisons between the power functions of all three statistics are made.
Publication Year: 1971
Publication Date: 1971-01-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 111
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