Ghosh, J. K. ; Mukerjee, Rahul (1992) Bayesian and frequentist bartlett corrections for likelihood ratio and conditional likelihood ratio tests Journal of the Royal Statistical Society: Series B, 54 (3). pp. 867-875. ISSN 1369-7412
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Official URL: http://www.jstor.org/pss/2345865
Abstract
This paper characterizes priors under which the Bayesian and frequentist Bartlett corrections for the likelihood ratio and the conditional likelihood ratio (CLR) statistics differ by o(1). It is seen that, except for sample points with negligible probability, the CLR statistic has a posterior distribution for which a posterior Bartlett correction exists. This observation leads to an alternative proof of the existence of a frequentist Bartlett correction for the CLR statistic.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Royal Statistical Society. |
| Keywords: | Bartlett Correction; Conditional Likelihood Ratio Test; Likelihood Ratio Test; Non-informative Prior; Parametric Orthogonality |
| ID Code: | 22617 |
| Deposited On: | 24 Nov 2010 08:08 |
| Last Modified: | 02 Jun 2011 07:11 |
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