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

Ryuei Nishii

研究成果: Contribution to journalArticle査読

抄録

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.

本文言語英語
ページ(範囲)2605-2614
ページ数10
ジャーナルCommunications in Statistics - Theory and Methods
23
9
DOI
出版ステータス出版済み - 1 1 1994

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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