Improvement on chi-squared approximation by monotone transformation

被引：8

作者：

Fujisawa, H

机构：

[1] Hiroshima University

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1997年 / 60卷 / 01期

关键词：

asymptotic expansion; Bartlett adjustment; chi-squared approximation;

D O I：

10.1006/jmva.1996.1643

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：

It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and Hotelling's T-2-statistic. The purpose of the present paper is to give a general method for improving on the chi-squared approximation. The method suggested is based on a monotone transformation. (C) 1997 Academic Press.

引用

页码：84 / 89

页数：6

共 13 条

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[2]

[Anonymous], 1985, MODERN MULTIVARIATE

[3]

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[4]

CORDEIRO GM, 1991, BIOMETRIKA, V78, P573