BAYESIAN AND FREQUENTIST BARTLETT CORRECTIONS FOR LIKELIHOOD RATIO AND CONDITIONAL LIKELIHOOD RATIO TESTS

被引:0
作者
GHOSH, JK
MUKERJEE, R
机构
[1] PURDUE UNIV,W LAFAYETTE,IN 47907
[2] INDIAN INST MANAGEMENT,CALCUTTA 700027,W BENGAL,INDIA
来源
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1992年 / 54卷 / 03期
关键词
BARTLETT CORRECTION; CONDITIONAL LIKELIHOOD RATIO TEST; LIKELIHOOD RATIO TEST; NONINFORMATIVE PRIOR; PARAMETRIC ORTHOGONALITY;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper characterizes priors under which the Bayesian and frequentist Bartlett corrections for the likelihood ratio and the conditional likelihood ratio (CLR) statistics differ by o(1). It is seen that, except for sample points with negligible probability, the CLR statistic has a posterior distribution for which a posterior Bartlett correction exists. This observation leads to an alternative proof of the existence of a frequentist Bartlett correction for the CLR statistic.
引用
收藏
页码:867 / 875
页数:9
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