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一类对数似然比统计量与其渐近卡方分布之间的随机不等式AI 解读

For decomposable covariance selection models, stochastic inequalities which relate the null distribution of the log-likelihood ratio statistic to its asymptotic $\chi^2$ distribution are obtained. The implications are twofold: First, the null distribution of the log-likelihood ratio statistic is seen to be stochastically larger than its asymptotic $\chi^2$ distribution. Extremely large samples apart, for the $\chi^2$ approximation to be valid, a deflation of the…

广义对数线性模型中改进似然比统计量的一则说明AI 解读

Cordeiro (1983) and williams (1976) have derived improved likelihood ratio statistics for log linear models. It is shown here that for the case of testing nested decomposable models, their results are equivalent.

广义对数线性模型中改进似然比统计量的一则注记AI 解读

Cordeiro (1983) and williams (1976) have derived improved likelihood ratio statistics for log linear models. It is shown here that for the case of testing nested decomposable models, their results are equivalent.

协方差选择模型的改进似然比统计量AI 解读

The expected value of the likelihood ratio statistic for covariance selection models, when this statistic has a closed form, is derived correct to terms of order n−2, n being the sample size. Then a Bartlett-type correction factor is available for such statistics. By simulation, the practical use of such a correction factor is illustrated, and is compared with an alternative correction factor in a special case. The null density of the corrected statistic is also considered.