A HISTORICAL SKETCH AND SOME NEW RESULTS ON THE IMPROVED LOG LIKELIHOOD RATIO STATISTIC

Authors
Citation
Jl. Jensen, A HISTORICAL SKETCH AND SOME NEW RESULTS ON THE IMPROVED LOG LIKELIHOOD RATIO STATISTIC, Scandinavian journal of statistics, 20(1), 1993, pp. 1-15
Citations number
24
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03036898
Volume
20
Issue
1
Year of publication
1993
Pages
1 - 15
Database
ISI
SICI code
0303-6898(1993)20:1<1:AHSASN>2.0.ZU;2-C
Abstract
In the first part we discuss the known results concerning the reductio n of the error of the chi-squared approximation when using the Bartlet t adjusted log likelihood ratio statistic. In the second part we state some new results for the case where the first four log likelihood der ivatives have both continuous and lattice variables. The latter result s are of interest for example in connection with censored life times a nd in logistic regression. Finally, in the last section we discuss how to perform the algebraic manipulations using REDUCE.