Convergence of the gram-charier expansion of the signed log likelihood ratio

Ryuei Nishii

Research output: Contribution to journalArticle

Abstract

The signed log likelihood ratio appears in testing hypothesis on the mean against a one-sided alternative. In this article we shall show that this statistic is a good normalizing transformation. It is shown that the density of the signed log likelihood ratio has an absolutely convergent Gram-Charier expansion. This theorem, based on the saddlepoint technique, is valid for an exponential family under certain conditions.

Original languageEnglish
Pages (from-to)2605-2614
Number of pages10
JournalCommunications in Statistics - Theory and Methods
Volume23
Issue number9
DOIs
Publication statusPublished - Jan 1 1994

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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