Results 21 to 30 of about 101,218 (287)
An Asymptotic Two-Sided Test in a Family of Multivariate Distribution
Journal of Statistical Theory and Applications (JSTA), 2020 In the present paper, a two-sided test in a family of multivariate distribution according to the Mahalanobis distance with mean vector and positive definite matrix is considered.
Abouzar Bazyari +2 more
doaj +1 more source
A new exact p-value approach for testing variance homogeneity
Statistical Theory and Related Fields, 2022 To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately.
Juan Wang, Xinmin Li, Hua Liang
doaj +1 more source
Austrian Journal of Statistics, 2021 This article deals with the problem of testing for two normal sub-mean vectors when the data set have two-step monotone missing observations. Under the assumptions that the population covariance matrices are equal, we obtain the likelihood ratio test ...
Tamae Kawasaki, Takashi Seo
doaj +1 more source
Revstat Statistical Journal, 2023 The generalized Pareto distributions (GPDs) play an important role in the statistics of extremes. We point various problems with the likelihood-based inference for the index parameter α of the GPDs, and develop alternative testing strategies, which do ...
Marek Arendarczyk +2 more
doaj +1 more source
Bayesian Analysis of Poisson Distributions [PDF]
The Egyptian Statistical Journal, 1973 The purpose of this note is twofold. Firstly, to show how Bayesian analysis of Poisson distributions can be made. Secondly, to provide a Bayesian justification for using the log-likelihood ratio statistic for testing the homogeneity of several Poisson ...
G. El-Sayyad
doaj +1 more source
The Egyptian Statistical Journal, 1982 This paper is concerned with hypothesis testing situations stated in terms of orthonormal constraints on the parameters involved in the distribution functions of random variables under local alternatives when the information matrix is singular ...
Abdalla El-Helbawy
doaj +1 more source
A Note on the Wald, Lagrangian Multiplier and Likelihood Ratio Tests when the Information Matrix is Singular [PDF]
The Egyptian Statistical Journal, 1988 Modified formulas for the Wald and Lagrangian multiplier statistics are introduced and considered together with the likelihood ratio statistic for testing a typical null hypothesis Ho stated in terms of equality constraints.
Abdalla El-Helbawy, Tawfik Hassan
doaj +1 more source
Generalized Likelihood Ratio Statistics and Wilks Phenomenon
The Annals of Statistics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fan, Jianqing +2 more
openaire +4 more sources
Statistica, 2007 In this article the distribution of the likelihood ratio test statistic for testing equality of covariance matrices of completely symmetric Gaussian models has been derived in beta series. Comparison of results with the exact results has also been done.
Liliam Cardeño +2 more
doaj +1 more source
On a Constrained Testing Hypotheses Problem. [PDF]
The Egyptian Statistical Journal, 1997 This paper gives a proof that the likelihood ratio statistic, based on a sample x= (x1,…,xn) on a p-dimensional random variable X, converges in distribution to a noncentral chi-square distribution under a class of local alternatives, for a multi ...
Naeem Soliman
doaj +1 more source