The Limiting Distribution of the Likelihood Ratio Statistic under a Class of Local Alternatives

This paper gives a proof that$-2\,{\rm ln}\lambda _{n}$, 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. A proof of uniform convergen...

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Veröffentlicht in:	Sankhya. Series A 1970-06, Vol.32 (2), p.209-224
Hauptverfasser:	Davidson, Roger R., Lever, William E.
Format:	Artikel
Sprache:	eng
Schlagworte:	Degrees of freedom Gaussian distributions Logical givens Mathematical independent variables Mathematical vectors Mathematics Null hypothesis Statistical theories Statistics Taylor series
Online-Zugang:	Volltext
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