THE LIMITING DISTRIBUTION OF THE LIKELIHOOD RATIO STATISTIC UNDER A CLASS OF LOCAL ALTERNATIVES

The paper gives a proof that -21 n lambda sub n, the likelihood ratio statistic based on a sample of size n, converges in distribution to a noncentral chi-square distribution under local alternatives to the null hypothesis for a multi-dimensional parameter space. Consideration is limited to maximum...

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Bibliographische Detailangaben
Hauptverfasser: Davidson,Roger R, Lever,William E
Format: Report
Sprache:eng
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