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- Title
The asymptotic distribution of the likelihood ratio when the model is incorrect.
- Authors
Foutz, Robert V.; Srivastava, R.C.
- Abstract
The article focuses on the method of deriving the asymptotic distribution of the likelihood ratio statistic with the condition that the model chosen to construct the test statistic is incorrect. Based on the article, the classical results on asymptotic distribution relies on the assumption that the model is correct since it contains true distribution of the observations. With the assumption of a correct model, limiting chi-squared distribution is derived using the consistency and asymptotic normality of sequences of maximum likelihood estimators.
- Subjects
ASYMPTOTIC distribution; RATIO analysis; CHI-square distribution; STATISTICS; MODEL categories (Mathematics)
- Publication
Canadian Journal of Statistics, 1978, Vol 6, Issue 2, p273
- ISSN
0319-5724
- Publication type
Article
- DOI
10.2307/3315052