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A small sample study of the moments and distribution of the log likelihood ratio statistic

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Abstract

A study of the first four moments of the log likelihood ratio statistic suggests that a transformed Beta ranks as a serious competitor to the Chi-square as an approximating distribution for certain multinomials. An error analysis of the series approximations of these moments indicates that the equiprobable case is not of sufficient generality for the study of multinomial type statistics.

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Author information

Authors and Affiliations

  1. Department of Statistics and Institute of Ecology, University of Georgia, 30602, Athens, Georgia, USA

    N. I. Lyons & K. Hutcheson

  2. Department of Mathematics and Statistics, University of Arkansas at Little Rock, 72204, Little Rock, Arkansas, USA

    M. N. Sugg

Authors
  1. N. I. Lyons
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  2. K. Hutcheson
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  3. M. N. Sugg
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Additional information

This research was partially supported by the Air Force Office of Scientific Research under grant number AFOSR-85-0161.

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Lyons, N.I., Hutcheson, K. & Sugg, M.N. A small sample study of the moments and distribution of the log likelihood ratio statistic. Metrika 36, 195–207 (1989). https://doi.org/10.1007/BF02614092

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  • DOI: https://doi.org/10.1007/BF02614092

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