A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative

Yazhen Wang

Statistics & Probability Letters, 1994, vol. 20, issue 5, 347-352

Abstract: For testing the equality of normal variances with an increasing alternative, under the null hypothesis the likelihood ratio test statistic is asymptotically distributed as a mixture of chi-squared distributions. In this paper a Bartlett-type adjustment is proposed to improve the approximation of the null distribution of the likelihood ratio test statistic with an ordered alternative.

Keywords: Bartlett; adjustment; Chi-bar-squared; distribution; Likelihood; ratio; test; statistic; Ordered; hypothesis (search for similar items in EconPapers)
Date: 1994
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