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A Note on the Likelihood Ratio Test for Equality ofkNormal Populations
- Source :
- Communications in Statistics - Simulation and Computation. 41:573-581
- Publication Year :
- 2012
- Publisher :
- Informa UK Limited, 2012.
-
Abstract
- The authors derive the analytic expressions for the mean and variance of the log-likelihood ratio for testing equality of k (k ≥ 2) normal populations, and suggest a chi-square approximation and a gamma approximation to the exact null distribution. Numerical comparisons show that the two approximations and the original beta approximation of Neyman and Pearson (1931) are all accurate, and the gamma approximation is the most accurate.
Details
- ISSN :
- 15324141 and 03610918
- Volume :
- 41
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Simulation and Computation
- Accession number :
- edsair.doi...........76691cfc723ac15ab0b11248959220b4