Generalized Likelihood Ratio Statistics
نویسندگان
چکیده
منابع مشابه
On Multivariate Likelihood Ratio Ordering among Generalized Order Statistics and their Spacings
The most of the results obtained about stochastic properties of generalized order statistics and their spacings in the literature are based on equal model parameters. In this paper, with less restrictive conditions on the model parameters, we prove some new multivariate likelihood ratio ordering results between two sub-vectors of GOS's as well as two sub-vectors of $p$-spacings based on two con...
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The likelihood ratio theory contributes tremendous success to parametric inferences. Yet, there is no general applicable approach for nonparametric inferences based on function estimation. Maximum likelihood ratio test statistics in general may not exist in nonparametric function estimation setting. Even if they exist, they are hard to find and can not be optimal as shown in this paper. We intr...
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In this paper we specify the conditions on the parameters of pairs of gOS’s under which the corresponding generalized order statistics are ordered according to usual stochastic ordering, hazard rate ordering, likelihood ratio ordering and dispersive ordering. We consider this problem in one-sample as well as two-sample problems. We show that some of the results obtained by Franco et al. ...
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Data collected from response adaptive designs are dependent. Traditional statistical methods need to be justified for the use in response adaptive designs. This paper generalizes the Rao’s score test to response adaptive designs and introduces a generalized score statistic. Simulation is conducted to compare the statistical powers of the Wald, the score, the generalized score and the likelihood...
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