Improvement on chi-squared approximation by monotone transformation

JOURNAL OF MULTIVARIATE ANALYSIS

卷:60

Article

关键词: asymptotic expansion;    Bartlett adjustment;    chi-squared approximation;   

DOI  :  10.1006/jmva.1996.1643

来源: Elsevier

【 摘 要 】

It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics. Typical examples are the score test statistic and Hotelling's T-2-statistic. The purpose of the present paper is to give a general method for improving on the chi-squared approximation. The method suggested is based on a monotone transformation. (C) 1997 Academic Press.

【 授权许可】

Free