A large deviation theorem for the q-sample likelihood ratio statistic

A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample

Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...

A large deviation theorem for U - pro

Mixture Likelihood Ratio Scan Statistic for Disease Outbreak Detection

Early detection of disease outbreaks is of paramount importance to implementing intervention strategies to mitigate the severity and duration of the outbreak. We build methodology that utilizes the characteristic profile of disease outbreaks to reduce the time to detection and false positive rate. We model daily counts through a Poisson distribution with additive background plus outbreak compon...

An Optimal Property of the Likelihood Ratio Statistic

The multi-sample block-scalar sphericity test – exact and near-exact distributions for its likelihood ratio test statistic

In this paper the authors show how by adequately decomposing the null hypothesis of the multi-sample block sphericity test it is possible to easily obtain the expression for its likelihood ratio test statistic as well as a different look over the exact distribution of this statistic. This different view will enable the construction of very well-performing near-exact approximations for the distr...