Results 261 to 270 of about 101,218 (287)

Forensic likelihood ratio: Statistical problems and pitfalls

Science & Justice, 2017
This article is a response to the position papers published in the Science & Justice virtual special issue on measuring and reporting the precision of forensic likelihood ratios. I point out a number of serious statistical errors in some of these papers.
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Improvement of the Likelihood Ratio Test Statistic in ARMA Models

Journal of Time Series Analysis, 2004
In this paper, we develop a Bartlett correction for the likelihood ratio statistic used to test hypotheses about parameters of a Gaussian stationary and invertible model belonging to the ARMA (autoregressive moving average) family. Alternative hypotheses with and without disturbance parameters are considered.
Lagos, Bernardo M., Morettin, Pedro A.
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On the Asymptotic Distribution of the Likelihood Ratio Statistic

Communications in Statistics - Theory and Methods, 2007
Likelihood ratio tests are among the most frequently used in practical statistics. Important references on this subject include Wilks (1962), Rao (1965, pp. 347–352), and Agresti (1990, pp. 434–435). We give proofs of some well-known results on the limiting distribution of D = −2log(λ), where λ is the likelihood ratio, under certain clearly-stated ...
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A note on the likelihood‐ratio statistic under model misspecification

Canadian Journal of Statistics, 1998
AbstractFollowing Viraswami and Reid (1996), higher‐order results under model misspecification are obtained for the likelihood‐ratio statistic and the adjusted likelihood‐ratio statistic, for the case of a scalar parameter. An improved version of the adjusted likelihood‐ratio statistic is suggested.
Viraswami, K., Reid, N.
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Likelihood ratio ordering of order statistics

Journal of Statistical Planning and Inference, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Multivariate likelihood ratio ordering of conditional order statistics

Journal of Systems Science and Complexity, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yashi Wang, Peng Zhao 0012
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Applications to Likelihood Ratio and Maximum Likelihood Statistics

1994
The breath of this material is similar to that of Reid (1988). Of primary concern will be approximation to densities and distribution functions of maximum likelihood estimators, likelihood ratio statistics, and Wald statistics. Bartlett’s correction for the distribution of likelihood ratio statistics is derived.
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Data-dependent probability matching priors for likelihood ratio and adjusted likelihood ratio statistics

Statistics, 2013
We consider likelihood ratio statistics based on the usual profile likelihood and the standard adjustments thereof proposed in the literature in the presence of nuisance parameters. The role of data-dependent priors in ensuring approximate frequentist validity of posterior credible regions based on the inversion of these statistics is investigated ...
In Hong Chang, Rahul Mukerjee
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An empirical adjustment to the likelihood ratio statistic

Biometrika, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Is the `Improved Likelihood Ratio Statistic' Really Improved in the Discrete Case?

Biometrika, 1989
Summary: On the basis of some numerical studies we argue that Bartlett adjustment of the likelihood ratio statistic for discrete data does not in general yield an improvement in the asymptotic error rate of the chi-squared approximation. Also we argue that the small-sample effect of the Bartlett adjustment is unclear and that it is in no way comparable
Frydenberg, Morten, Jensen, J.L.; id_orcid 0000-0002-8776-5764   +1 more
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