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Likelihood-ratio tests for normality
Computational Statistics & Data Analysis, 2005zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jin Zhang, Yuehua Wu
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The Likelihood Ratio and Diagnostic Tests
Annals of Internal Medicine, 1986Excerpt To the editor: Those of us who use probabilistic reasoning in our approaches to patient care welcome the series of articles introduced by Dr. Sox in the January issue (1).
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On the Behavior of the Likelihood Ratio of Semimartingales
Theory of Probability & Its Applications, 1985The behaviour of the likelihood ratio for the observations, which are semimartingales, when the time of observation tends to \(\infty\) is investigated. Conditions for locally asymptotically infinitely divisibility which generalises the notion of local asymptotic normality, are obtained.
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Repeated likelihood ratio tests
Biometrika, 1979SUMMARY We study the actual significance level which results from performing repeated likelihood ratio tests over time. We present a general method for estimating the actual significance level when sampling from an exponential family, and apply it to problems of testing hypotheses about means, variance, correlations and failure rates.
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A New Generalized Likelihood Ratio Formula
IEEE Transactions on Systems, Man, and Cybernetics, 1974A new philosophy for designing detection devices, which embodies some of the better features of the classical generalized likelihood ratio test and the classical Bayes test, is presented. A feature of the new Bayes generalized likelihood ratio test is that it provides a unified procedure for utilizing parameter estimates in detector design.
Charles P. Hatsell, Loren W. Nolte
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Likelihood ratios for Gaussian processes
IEEE Transactions on Information Theory, 1970We give a comprehensive discussion of the structure of the likelihood ratio (LR) for discrimination between two Gaussian processes, one of which is white. Several more general problems can be reduced, usually by differentiation, to this form. We shall show that nonsingular detection problems of this form can always be interpreted as problems of the ...
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On the Corrections to the Likelihood Ratio Statistics
Biometrika, 1987Asymptotic expansions of the distributions of likelihood ratio statistics for testing composite null hypotheses against composite alternative hypotheses have been given by \textit{T. Hayakawa} [Ann. Inst. Stat. Math. 29, 359-378 (1977; Zbl 0438.62015)] and \textit{D. N. Lawly} [Biometrika 43, 295-303 (1956; Zbl 0073.136)].
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Clinical Utility of Likelihood Ratios
Annals of Emergency Medicine, 1998Test-performance characteristics can be derived from a simple 2x2 table displaying the dichotomous relationship between a positive or negative test result and the presence or absence of a target disorder. Sensitivity and specificity, including a summary display of their reciprocal relationship as a receiver operating characteristics curve, are ...
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Expansions of the likelihood ratio and applications
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1986The likelihood ratio receiver, although optimal, is oftentimes difficult to realize. To overcome this difficulty, suboptimal approximations have been studied in the past. One of the simplest approaches is to expand the likelihood ratio and truncate this expansion under the weak signal assumption.
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