Approximating Noncentral Chi-Squared to the Moments and Distribution of the Likelihood Ratio Statistic for Multinomial Goodness of Fit

Björn Holmquist, Anna Sjöström, Sultana Nasrin

Forskningsoutput: Kapitel i bok/rapport/Conference proceedingKapitel samlingsverkForskningPeer review

Sammanfattning

The chi-square distribution is often assumed to hold for the asymptotic distribution of two times the log likelihood ratio statistic under the null hypothesis. Approximations are derived for the mean and variance of G2, the likelihood ratio statistic for testing goodness of fit in a s category multinomial distribution. The first two moments of G2 are used to fit the distribution of G2 to a noncentral chi-square distribution. The fit is generally better than earlier attempts to fit to scaled versions of asymptotic central chi-square distributions. The results enlighten the complex role of the dimension of the multivariate variable in relation to the sample size, for asymptotic likelihood ratio distribution results to hold.
Originalspråkengelska
Titel på värdpublikationRecent Developments in Multivariate and Random Matrix Analysis
Undertitel på värdpublikationFestschrift in Honour of Dietrich von Rosen
RedaktörerThomas Holgersson, Martin Singull
FörlagSpringer Nature
ISBN (elektroniskt)978-3-030-56773-6
ISBN (tryckt)978-3-030-56772-9
DOI
StatusPublished - 2020

Ämnesklassifikation (UKÄ)

  • Sannolikhetsteori och statistik

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