Saddlepoint approximations to exact tests and improved likelihood ratio tests for the gamma distribution |
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Authors: | J.L. Jensen L.B. Kristensen |
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Affiliation: | Department of Theoretical Statistics , Institute of Mathematics University of Aarhus , Aarhus C, 8000, Denmark |
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Abstract: | For the most common one-sample and two-sample tests in the gamma distribution we derive the log likelihood ratio tests and the improved versions obtained by a Bartlett adjustment. For most of these tests an exact test exists and we give the saddlepoint approximation to the latter. The tests are compared with previously published tests and a small simulation study is included. |
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Keywords: | asymptotic expansion bartlett correction conditional test |
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