On the exact distribution of the likelihood ratio criterion for testing |
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Authors: | Anita Singh |
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Institution: | Wyman Gordon Company , North Grafton, Massachusetts |
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Abstract: | The exact null distribution of the likelihood ratio criter- 2 ion for testing the hypothesis H: y = y~; z = a I, a unknown and UQ a given known vector against the alternative A =f H in a p-vari- ate normal population N (y,z) has been derived in the form of Meijer's G-function using mellin integral transform and also in a chisquare series form. Asymptotic behavior of the distribution of -2 log L has also been discussed. Percentage points for p=2(l)10for various level of significance and various degrees of freedom have been computed, but only selected tables have been presented in this paper. |
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Keywords: | exact null distribution likelihood ratio criterion Meijer's G-function Mellin Integral transform asymptotic distribution tables of percent-ate points |
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