On sequential versions of the generalized likelihood ratio test
نویسندگان
چکیده
منابع مشابه
On sequential versions of the generalized likelihood ratio test
I t is shown that the Wilks large sample likelihood ratio statistic An, for testing between composite hypotheses 0O <= Q1 on the basis of a sample of size n, behaves as n varies like a diffusion process related to an equilibrium OrnsteinUhlenbeck process, whenever the null hypothesis is true. This fact is used to construct large sample sequential tests based on An, which are the same whatever t...
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ژورنال
عنوان ژورنال: Mathematical Proceedings of the Cambridge Philosophical Society
سال: 1979
ISSN: 0305-0041,1469-8064
DOI: 10.1017/s0305004100000657