Contiguity in Some Nonregular Cases and its Applications

Marie Hušková and Tomáš Ratinger
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Marie Hušková: Charles University
Tomáš Ratinger: Charles University

A chapter in Probability and Statistical Inference, 1982, pp 129-142 from Springer

Abstract: Abstract Let $$\{ {P_n}\} _{n = 1}^\infty {\text{ and }}\{ {Q_n}\} _{n = 1}^\infty $$ be sequences of product probability measures. The conditions for the corresponding log-likelihood ratio statistics being asymptotically distributed as a linear combination of independent Poisson’s random variables are presented. Consequences on asymptotic distribution of some statistics Sn under Pn and Qn are derived. These results are further applied to the important special cases of a sequence of alternatives of shift in location.

Keywords: Asymptotic Distribution; Fisher Information; Ratio Statistic; Important Special Case; Hellinger Distance (search for similar items in EconPapers)
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-009-7840-9_13

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DOI: 10.1007/978-94-009-7840-9_13

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