Corrected likelihood ratio and score tests for the beta distribution

被引：2

作者：

Maia, ALS ^{[1
]}

Junior, ACRB ^{[1
]}

Cordeiro, GM ^{[1
]}

机构：

[1] Univ Fed Bahia, Dept Estatist, BR-40170110 Salvador, BA, Brazil

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2003年 / 73卷 / 08期

关键词：

Bartlett correction; Bartlett-type correction; beta distribution; chi-squared distribution; likelihood ratio test; score test;

D O I：

10.1080/0094965021000033549

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We present correction formulae to improve likelihood ratio and score teats for testing simple and composite hypotheses on the parameters of the beta distribution. As a special case of our results we obtain improved tests for the hypothesis that a sample is drawn from a uniform distribution on (0, 1). We present some Monte Carlo investigations to show that both corrected tests have better performances than the classical likelihood ratio and score tests at least for small sample sizes.

引用

页码：585 / 596

页数：12

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