Adjusted versus conditional likelihood: power properties and bartlett-type adjustment

Ghosh, J. K. ; Mukerjee, Rahul (1994) Adjusted versus conditional likelihood: power properties and bartlett-type adjustment Journal of the Royal Statistical Society: Series B, 56 (1). pp. 185-188. ISSN 1369-7412

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Official URL: http://www.jstor.org/pss/2346038

Related URL: http://dx.doi.org/10.0035-9246/94/56185

Abstract

Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same power properties as the conditional likelihood ratio test up to the third order of comparison. In particular, an optimum property of the ALR test in terms of second-order local maximinity follows. It is also seen that the ALR statistic admits a Bartlett-type adjustment.

Item Type:Article
Source:Copyright of this article belongs to Royal Statistical Society.
Keywords:Average Power; Barlett Adjustment; Local Maximinity; Parametric Orthogonality
ID Code:22623
Deposited On:24 Nov 2010 08:08
Last Modified:02 Jun 2011 07:03

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