The asymptotically optimal tests

被引：7
作者：
Rayner, JCW [1 ]
机构：
[1] UNIV WOLLONGONG,DEPT APPL STAT,WOLLONGONG,NSW 2522,AUSTRALIA
来源：
STATISTICIAN | 1997年 / 46卷 / 03期
关键词：
C(alpha)-test; Lagrange multiplier test; likelihood ratio; score and Wald tests; transformed parameter space;
D O I：
10.1111/1467-9884.00087
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 reviews the asymptotically optimal tests: the likelihood ratio, score and Wald tests, with emphasis on the score and Wald tests. These tests are also given after a linear transformation of the parameter space. Use of this approach often simplifies the calculations involved, especially when multiple tests are to be derived.
引用
收藏
页码：337 / 346
页数：10
相关论文
共 13 条
[1]  
[Anonymous], SKAND AKTUARIETIDSK
[2]  
Bera A.K., 1986, J STATISTICAL COMPUT, V25, P37
[3]   WELCH APPROXIMATE SOLUTION FOR THE BEHRENS-FISHER PROBLEM [J].
BEST, DJ ;
RAYNER, JCW .
TECHNOMETRICS, 1987, 29 (02) :205-210
[4]   THE LIKELIHOOD RATIO, WALD, AND LAGRANGE MULTIPLIER TESTS - AN EXPOSITORY NOTE [J].
BUSE, A .
AMERICAN STATISTICIAN, 1982, 36 (03) :153-157
[5]  
Cox D.R., 1974, THEORETICAL STAT
[6]  
LEHMANN EL, 1959, TESTING STATISTICAL
[7]   On the use and interpretation of certain test criteria for purposes of statistical inference. Part II [J].
Neyman, J ;
Pearson, ES .
BIOMETRIKA, 1928, 20A :263-294
[8]   On the use and interpretation of certain test criteria for purposes of statistical inference Part I [J].
Neyman, J ;
Pearson, ES .
BIOMETRIKA, 1928, 20A :175-240
[9]   TESTS OF SIGNIFICANCE IN MULTIVARIATE ANALYSIS [J].
RAO, CR .
BIOMETRIKA, 1948, 35 (1-2) :58-79
[10]  
Rayner J.C. W., 1989, SMOOTH TESTS GOODNES
12